<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "Direct Estimation of Low Dimensional Components in Additive Models"^^ . "Additive regression models have turned out to be a useful statistical tool in analyses of high-dimensional data sets. Recently, an estimator of additive components has been introduced by Linton and Nielsen which is based on marginal integration. The explicit definition of this estimator makes possible a fast computation and allows an asymptotic distribution theory. In this paper an asymptotic treatment of this estimate is offered for several models. A modification of this procedure is introduced. We consider weighted marginal integration for local linear fits and we show that this estimate has the following advantages.\r\n\r\n(i) With an appropriate choice of the weight function, the additive components can be efficiently estimated: An additive component can be estimated with the same asymptotic bias and variance as if the other components were known.\r\n\r\n(ii) Application of local linear fits reduces the design related bias."^^ . "1998" . . . "26" . "3" . . "IMS Business Office"^^ . . . "The annals of statistics"^^ . . . "00905364" . . . . . . . . . . . "Enno"^^ . "Mammen"^^ . "Enno Mammen"^^ . . "Jianqing"^^ . "Fan"^^ . "Jianqing Fan"^^ . . "Wolfgang"^^ . "Härdle"^^ . "Wolfgang Härdle"^^ . . . . . . "Direct Estimation of Low Dimensional Components in Additive Models (Other)"^^ . . . . . . "small.jpg"^^ . . . "Direct Estimation of Low Dimensional Components in Additive Models (Other)"^^ . . . . . . "medium.jpg"^^ . . . "Direct Estimation of Low Dimensional Components in Additive Models (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "Direct Estimation of Low Dimensional Components in Additive Models (PDF)"^^ . . . "beitrag.38.pdf"^^ . . . "Direct Estimation of Low Dimensional Components in Additive Models (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "Direct Estimation of Low Dimensional Components in Additive Models (Other)"^^ . . . . . . "preview.jpg"^^ . . "HTML Summary of #20870 \n\nDirect Estimation of Low Dimensional Components in Additive Models\n\n" . "text/html" . . . "310 Statistik"@de . "310 General statistics"@en . . . "510 Mathematik"@de . "510 Mathematics"@en . .