Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 2002
Additive modelling has been widely used in nonparametric regression to circumvent the curse of dimensionality, by reducing the problem of estimating a multivariate regression function to the estimation of its univariate components. Estimation of these univariate functions, however, can suffer...
