Nonparametric estimation of an additive model with a link function
Nonparametric estimation of an additive model with a link function
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally distributed with a rate of convergence in probability of n−2/5. This is true regardless of the (finite) dimension …