© 1995 by Biometrika Trust
A kernel method of estimating structured nonparametric regression based on marginal integration
1Cowles Foundation for Research in Economics, Yale University Connecticut 06520, U. S.A.
2PFA Pension Copenhagen, Denmark
We define a simple kernel procedure based on marginal integration that estimates the relevant univariate quantity in both additive and multiplicative nonparametric regression.
Key Words: Additive model Backfitting Kernel estimation Model selection Nonparametric regression
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