Nonparametric inference for additive models estimated via simplified smooth backfitting
Nonparametric inference for additive models estimated via simplified smooth backfitting
We investigate hypothesis testing in nonparametric additive models estimated using simplified smooth backfitting (Huang and Yu, Journal of Computational and Graphical Statistics, 28(2), 386–400, 2019). Simplified smooth backfitting achieves oracle properties under regularity conditions and provides closed-form expressions of the estimators that are useful for deriving asymptotic properties. We develop …