Search Results - subject:"Additive Models"

Estimation in an additive model when the components are linked parametrically

Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - 1999

Motivated by a nonparametric GARCH model we consider nonparametric additive regression and autoregression models in the special case that the additive components are linked parametrically. We show that the parameter can be estimated with parametric rate and give the normal limit. Our procedure...

Persistent link: https://www.econbiz.de/10010310054

Estimation in an additive model when the components are linked parametrically

Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - Sonderforschungsbereich 373, Quantifikation und … - 1999

Persistent link: https://www.econbiz.de/10010983568

The existence and asymptotic properties of a backfitting projection algorithm under weak conditions

Linton, Oliver; Mammen, E.; Nielsen, J. - London School of Economics (LSE) - 1999

We derive the asymptotic distribution of a new backfitting procedure for estimating the closest additive approximation to a nonparametric regression function. The procedure employs a recent projection interpretation of popular kernel estimators provided by Mammen, Marron, Turlach and Wand and...

Persistent link: https://www.econbiz.de/10010746685

WEIGHTED ADDITIVE MODELS FOR SOLVING FUZZY GOAL PROGRAMMING PROBLEMS

YAGHOOBI, M. A.; JONES, D. F.; TAMIZ, M. - In: Asia-Pacific Journal of Operational Research (APJOR) 25 (2008) 05, pp. 715-733

Weighted additive models are well known for dealing with multiple criteria decision making problems. Fuzzy goal … additive models are introduced to handle fuzzy goal programming problems. These models are based on two approaches in fuzzy … precision in their formulations. This paper focuses on weighed additive models for fuzzy goal programming. It explains the …

Persistent link: https://www.econbiz.de/10004970141

Summer temperature effects on deaths and hospital admissions among the elderly population in two Italian cities

Pauli, Francesco; Rizzi, Laura - In: Journal of Applied Statistics 35 (2008) 3, pp. 263-276

recorded at observation sites located in Milano and Brescia. The analysis is performed using Generalized Additive Models (GAM …

Persistent link: https://www.econbiz.de/10005495216

Penalised spline support vector classifiers: computational issues

Ormerod, John; Wand, M.; Koch, Inge - In: Computational Statistics 23 (2008) 4, pp. 623-641

Persistent link: https://www.econbiz.de/10005613220

Nonparametric estimation and testing of interaction in additive models

Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian - 1998

We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. Moreover, two test statistics for testing the presence of interactions are...

Persistent link: https://www.econbiz.de/10010309875

Semiparametric three step estimation methods in labor supply models

Fernández, Ana I.; Rodríguez-Póo, Juan M.; Sperlich, … - 1998

The aim of this paper is to provide an alternative way of specification and estimation of a labor supply model. The proposed estimation procedure can be included in the so called predicted wage methods and its main interest is twofold. First, under standard assumptions in studies of labor...

Persistent link: https://www.econbiz.de/10010309893

Semiparametric three step estimation methods in labor supply models

Fernández, Ana I.; Rodríguez-Póo, Juan M.; Sperlich, … - Sonderforschungsbereich 373, Quantifikation und … - 1998

Persistent link: https://www.econbiz.de/10010983501

Nonparametric estimation and testing of interaction in additive models

Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 1998

Persistent link: https://www.econbiz.de/10010983831