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 2 / 5 n -.This is true regardless of the …