A Fully Automated Bandwidth Selection Method for Fitting Additive Models
A Fully Automated Bandwidth Selection Method for Fitting Additive Models
Abstract This article describes a fully automated bandwidth selection method for additive models that is applicable to the widely used backfitting algorithm of Buja, Hastie, and Tibshirani. The proposed plug-in estimator is an extension of the univariate local linear regression estimator of Ruppert, Sheather, and Wand and is shown to …