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  • Search: subject:"Additive interactive regression model"
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Subject
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Additive interactive regression model 1 cross-validation 1 curse of dimensionality 1 generalized cross-validation 1 mean average squared error 1 nonparametric estimation 1 nonparametric regression 1 series estimator 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Andrews, Donald W.K. 1 Whang, Yoon-Jae 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1
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Cowles Foundation Discussion Papers 1
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RePEc 1
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Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
Andrews, Donald W.K.; Whang, Yoon-Jae - Cowles Foundation for Research in Economics, Yale University - 1989
This paper considers series estimators of additive interactive regression (AIR) models. AIR models are nonparametric regression models that generalize additive regression models by allowing interactions between different regressor variables. They place more restrictions on the regression...
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