Wolff, Rodney C; Gao, Jiti; Tong, Howell - School of Economics and Finance, Business School - 2006
In this paper, we consider additive stochastic nonparametric regression models. By approximating the nonparametric components by a class of orthogonal series and using a generalized cross-validation criterion, an adaptive and simultaneous estimation procedure for the nonparametric components is...
