Opsomer, Jean D. - In: Journal of Multivariate Analysis 73 (2000) 2, pp. 166-179
. In the case of local polynomial regression smoothers, recursive asymptotic bias and variance expressions for the … polynomial regression. In the case of independence between the covariates, non-recursive bias and variance expressions, as well … backfitting estimators are derived. The estimators are shown to achieve the same rate of convergence as those of univariate local …