Search Results

On the backfitting algorithm for additive regression models,
Wolfgang Härdle and P. Hall, in Statistica Neerlandica (1993)

A Central Limit Theorem for Local Polynomial Backfitting Estimators,
M.P. Wand, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998)

A Central Limit Theorem for Local Polynomial Backfitting Estimators,
M. P. Wand, in Journal of Multivariate Analysis (1999)
Keywords: additive models kernel smoothing limiting distribution regression functionals.

Robust estimators for additive models using backfitting,
Graciela Boente, Alejandra Martínez and Matías Salibián-Barrera, in Journal of Nonparametric Statistics (2017)

Smooth Backfitting of Proportional Hazards With Multiplicative Components,
Munir Hiabu, Enno Mammen, M. Dolores Martínez-Miranda and Jens P. Nielsen, in Journal of the American Statistical Association (2021)

Online Smooth Backfitting for Generalized Additive Models,
Ying Yang, Fang Yao and Peng Zhao, in Journal of the American Statistical Association (2024)

SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM,
Wolfgang Härdle and P. Hall, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1989)

SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL,
Rong Liu and Lijian Yang, in Econometric Theory (2010)

Scale-adaptive estimation of mixed geographically weighted regression models,
Feng Chen and Chang-Lin Mei, in Economic Modelling (2021)
Keywords: Geographically weighted regression; Backfitting; Spatial scale; Bandwidth;

Asymptotics for nonparametric and semiparametric fixed effects panel models,
Cong Li and Zhongwen Liang, in Journal of Econometrics (2015)
Keywords: Panel data; Fixed effects; Nonparametric estimation; Backfitting;

More efficient kernel estimation in nonparametric regression with autocorrelated errors,
Raymond J Carroll, Oliver Linton, Enno Mammen and Zhijie Xiao, from London School of Economics and Political Science, LSE Library (2002)
Keywords: Backfitting; efficiency; kernel estimation; time series

Nonparametric regression for locally stationary time series,
Michael Vogt, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
Keywords: local stationarity, nonparametric regression, smooth backfitting

More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors,
Raymond J Carroll, Oliver Linton, Enno Mammen and Zhijie Xiao, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002)
Keywords: Backfitting, efficiency, kernel estimation, time series.

Backfitting and related procedures for non-parametric smoothing regression in competition,
Michael G. Schimek, Gerhard P. Neubauer and Haro Stettner, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1994)

Backfitting Random Varying‐Coefficient Models with Time‐Dependent Smoothing Covariates,
Hulin Wu and Hua Liang, in Scandinavian Journal of Statistics (2004)

An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models,
J. P. Nielsen and Oliver Linton, in Journal of the Royal Statistical Society Series B (1998)

An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models,
J. P. Nielsen and Oliver Linton, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1996)

Integration and Backfitting methods in additive models: finite sample properties and comparison,
Wolfgang Hardle and Oliver Linton, from Universidad Carlos III de Madrid. Departamento de Estadística (1998)
Keywords: Additive models

Integration and backfitting methods in additive models-finite sample properties and comparison,
Stefan Sperlich, Oliver Linton and Wolfgang Härdle, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (1999)
Keywords: Additive models, curse of dimensionality, dimensionality reduction, model choice, nonparametric regression, 62G07, 62G20, 62G35,

Efficient and fast spline-backfitted kernel smoothing of additive models,
Jing Wang and Lijian Yang, in Annals of the Institute of Statistical Mathematics (2009)
Keywords: Bandwidths, B spline, Knots, Local linear estimator, Nadaraya-Watson estimator, Nonparametric regression,

Nonparametric inference for additive models estimated via simplified smooth backfitting,
Suneel Babu Chatla, in Annals of the Institute of Statistical Mathematics (2023)
Keywords: Generalized likelihood ratio, Loss function, Hypothesis testing, Local polynomial regression, Wilks phenomenon

Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion,
Carlos Martins-Filho and Ke Yang, from University Library of Munich, Germany (2007)
Keywords: Additive non-parametric regression, Local linear estimation, Backfitting estimation, Smooth backfitting, Marginal integration

Estimation of a nonlinear panel data model with semiparametric individual effects,
Wayne-Roy Gayle and Soiliou Daw Namoro, in Journal of Econometrics (2013)
Keywords: Semiparametric estimation; Modified backfitting; Panel data; Nonlinear models;

Semiparametric regression models with additive nonparametric components and high dimensional parametric components,
Pang Du, Guang Cheng and Hua Liang, in Computational Statistics & Data Analysis (2012)
Keywords: Additive models; Backfitting; Model selection; Partial smoothing splines; SCAD; Sparsity;

Time-dynamic varying coefficient models for longitudinal data,
Kyeongeun Lee, Young K. Lee, Byeong U. Park and Seong J. Yang, in Computational Statistics & Data Analysis (2018)
Keywords: Kernel smoothing; Longitudinal data; Smooth backfitting; Varying coefficient models;

On local estimating equations in additive multiparameter models,
Gerda Claeskens and Marc Aerts, in Statistics & Probability Letters (2000)
Keywords: Additive models Backfitting Estimating equations Local polynomial estimators Multiparameter models

An estimation procedure for a spatial-temporal model,
Ohmar Z. Landagan and Erniel Barrios, in Statistics & Probability Letters (2007)
Keywords: Spatial-temporal model Backfitting algorithm Cochranne-Orcutt procedure Mixed models

The shape of the risk premium: evidence from a semiparametric GARCH model,
Oliver Linton and Benoit Perron, from London School of Economics and Political Science, LSE Library (2000)
Keywords: ARCH; Asset Pricing; Backfitting; Fourier Series; Kernel; Risk Premium

Using recursive algorithms for the efficient identification of smoothing spline ANOVA models,
Marco Ratto and Andrea Pagano, in AStA Advances in Statistical Analysis (2010)
Keywords: Smoothing spline ANOVA models, Recursive algorithms, Backfitting, Sensitivity analysis,

Variable selection for additive partially linear models with measurement error,
Zhangong Zhou, Rong Jiang and Weimin Qian, in Metrika: International Journal for Theoretical and Applied Statistics (2011)
Keywords: Backfitting technique, SCAD, Additive model, Local linear method, Measurement error,

Non-parametric adjustment for covariates when estimating a treatment effect,
Eva Cantoni and Xavier de Luna, from IFAU - Institute for Evaluation of Labour Market and Education Policy (2004)
Keywords: Analysis of covariance; backfitting algorithm; linear smoothers; propensity score

Additive model selection,
Umberto Amato, Anestis Antoniadis and Italia De Feis, in Statistical Methods & Applications (2016)
Keywords: Additive models, Dimension reduction, Penalization, Hypothesis test, Backfitting

The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model,
Oliver Linton and Benoit Perron, from Universite de Montreal, Departement de sciences economiques (1999)
Keywords: ARCH models, asset icing, backfitting, Fourier series, kernel, risk emium

A Semiparametric Intraday GARCH Model,
Peter Malec, from Faculty of Economics, University of Cambridge (2016)
Keywords: Intraday volatility, GARCH, smooth backfitting, additive models, limit order book.

A high-dimensional additive nonparametric model,
Frank C.Z. Wu, in Journal of Economic Dynamics and Control (2024)
Keywords: Nonparametric additive models; Bayesian shrinkage; Bayesian backfitting; High-dimensional;

Additive nonparametric regression estimation via backfitting and marginal integration: Small sample performance,
Fernando A. Boeira Sabino da Silva, in Brazilian Review of Econometrics (2002)

A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models,
Stefan Sperlich, Oliver Linton and Wolfgang Härdle, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1997)

Nonsmooth backfitting for the excess risk additive regression model with two survival time scales,
M Hiabu, J P Nielsen and T H Scheike, in Biometrika (2021)
Keywords: Aalen model, Counting process, Disability model, Generalized additive model, Illness-death model, Multiple time scale, Nonparametric estimation, Varying-coefficient model

Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data,
Zonghui Hu, in Biometrika (2004)

Calendar Effect and In-Sample Forecasting Applied to Mesothelioma Mortality Data,
Alex Isakson, Simone Krummaker, María Dolores Martínez-Miranda and Ben Rickayzen, in Mathematics (2021)
Keywords: continuous chain ladder; age-period-cohort model; backfitting; density estimation; kernel smoothing

Generalized additive partial linear models for analyzing correlated data,
Roberto F. Manghi, Francisco José A. Cysneiros and Gilberto A. Paula, in Computational Statistics & Data Analysis (2019)
Keywords: Backfitting algorithm; Diagnostic procedures; Longitudinal data; Natural cubic splines; Semiparametric models;

Fitting jump additive models,
Yicheng Kang, Yueyong Shi, Yuling Jiao, Wendong Li and Dongdong Xiang, in Computational Statistics & Data Analysis (2021)
Keywords: Backfitting; Jump-preserving estimation; Nonparametric regression; Smoothing; Weighted residual mean squares;

On age-period-cohort parametric mortality rate projections,
Steven Haberman and Arthur Renshaw, in Insurance: Mathematics and Economics (2009)
Keywords: Mortality forecasting Age-period-cohort effects Forecast statistics Back-fitting Data truncation

Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables,
Seong J. Yang and Byeong U. Park, in Journal of Multivariate Analysis (2014)
Keywords: Partially linear varying coefficient models; Smooth backfitting; Semiparametric information bound; Profile likelihood;

Functional-coefficient partially linear regression model,
Heung Wong, Riquan Zhang, Wai-cheung Ip and Guoying Li, in Journal of Multivariate Analysis (2008)
Keywords: Back-fitting technique Functional-coefficient model Local linear polynomial technique Nonlinear time series

Factor models for asset returns based on transformed factors,
Jialiang Li, Wenyang Zhang and Efang Kong, in Journal of Econometrics (2018)
Keywords: Backfitting; Factor models; Generalised maximum likelihood ratio test; Kernel smoothing; Transformed factor;

Calendar effect and in-sample forecasting,
Enno Mammen, María Dolores Martínez-Miranda, Jens Perch Nielsen and Michael Vogt, in Insurance: Mathematics and Economics (2021)
Keywords: Nonparametric density estimation; Kernel smoothing; Backfitting; Continuous chain ladder; Age-period-cohort model;

Nonparametric estimation of additive models with errors-in-variables,
Hao Dong, Taisuke Otsu and Luke Taylor, from London School of Economics and Political Science, LSE Library (2022)
Keywords: backfitting; classical measurement error; nonparametric additive regression; ridge regularization; series estimation

Spatial Stochastic Frontier Models,
Erniel Barrios and Rouselle Lavado, from East Asian Bureau of Economic Research (2010)
Keywords: stochastic frontier models, technical efficiency, spatial externalities, spatial-temporal model, backfitting

Spatial Stochastic Frontier Models,
Rouselle Lavado and Erniel Barrios, from Philippine Institute for Development Studies (2010)
Keywords: Philippines;technical efficiency;stochastic frontier;spatial externalities;spatial-temporal model;backfitting

Robust transformations for multiple regression via additivity and variance stabilization,
Marco Riani, Anthony C. Atkinson and Aldo Corbellini, from London School of Economics and Political Science, LSE Library (2023)
Keywords: augmented star plot; AVAS; backfitting; forward search; generalized additive models; robust model selection

Simultaneous confidence corridors and variable selection for generalized additive models,
Shuzhuan Zheng, Rong Liu, Lijian Yang and Wolfgang Härdle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2014)
Keywords: BIC, Confidence corridor, Extreme value, Generalized additive model, Spline-backfitted kernel

Generalized partial linear varying multi-index coefficient model for gene-environment interactions,
Liu Xu, Gao Bin and Cui Yuehua, in Statistical Applications in Genetics and Molecular Biology (2017)
Keywords: B-spline, backfitting, generalized likelihood ratio, kernel smoothing, single index model, varying coefficient model

Empirical likelihood for partially linear additive errors-in-variables models,
Chuanhua Wei, Yubo Luo and Xizhi Wu, in Statistical Papers (2012)
Keywords: Backfitting, Confidence region, Empirical likelihood, Errors-in-variables, Partially linear additive model, 62G05, 62G10,

Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection,
Shuzhuan Zheng, Rong Liu, Lijian Yang and Wolfgang Härdle, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2016)
Keywords: BIC, Confidence corridor, Extreme value, Generalized additive mode, Spline-backfitted kernel

Log-symmetric regression models under the presence of non-informative left- or right-censored observations,
Luis Hernando Vanegas and Gilberto A. Paula, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2017)
Keywords: Survival analysis, Accelerated lifetime models, Symmetric distributions, Robust estimation, Backfitting algorithm, Additive model

Semiparametric additive models under symmetric distributions,
Germán Ibacache-Pulgar, Gilberto Paula and Francisco Cysneiros, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2013)
Keywords: Back-fitting algorithm, Cubic smoothing splines, Non-parametric models, Robust estimates, Student-t models, 62-07, 62G08, 62J20,

A note on P-spline additive models with correlated errors,
Maria Durbán and Iain D. Currie, in Computational Statistics (2003)
Keywords: Additive model, P-spline, REML, back-fitting, serial correlation, mixed models

An optimal test for the additive model with discrete or categorical predictors,
Abhijit Mandal, in Annals of the Institute of Statistical Mathematics (2020)
Keywords: Additive model, Categorical data analysis, Backfitting algorithm, Generalized likelihood ratio test, Semiparametric model, Local polynomial regression

Empirical likelihood for varying-coefficient single-index model with right-censored data,
Zhensheng Huang, in Metrika: International Journal for Theoretical and Applied Statistics (2012)
Keywords: Backfitting algorithm, Confidence regions/intervals, Empirical likelihood, Right censoring, Varying-coefficient single-index model,

Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors,
Clécio da Silva Ferreira, Gilberto A. Paula and Gustavo C. Lana, in Computational Statistics (2022)
Keywords: Back-fitting algorithm, EM-algorithm, Local influence, Penalized Smoothing, Semiparametric models, Skew-normal distribution

Kernel estimation in semiparametric mixed effect longitudinal modeling,
M. Taavoni and M. Arashi, in Statistical Papers (2021)
Keywords: Asymptotic distribution, Backfitting, CD4 data, Kernel, Longitudinal data, Semiparametric mixed effects model

Implied volatility string dynamics,
Matthias Fengler, Wolfgang Härdle and Enno Mammen, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2003)
Keywords: Implied Volatility Surface, Smile, Generalized Additive Models, Backfitting, Functional Principal Component Analysis

A dynamic semiparametric factor model for implied volatility string dynamics,
Matthias Fengler, Wolfgang Härdle and Enno Mammen, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2005)
Keywords: smile, local volatility, generalized additive model, backfitting, functional principal component analysis

Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects,
Feng Yao, Qinling Lu, Yiguo Sun and Junsen Zhang, from Emerald Group Publishing Limited (2024)
Keywords: Varying coefficient model, panel, fixed effect, production frontier, efficiency, kernel-based backfitting, C14, C23

Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach,
Kien Tran and Mike Tsionas, in European Journal of Operational Research (2016)
Keywords: Zero-inefficiency; Varying proportion; Semiparametric approach; Backfitting local maximum likelihood; Sieve likelihood ratio statistics;

Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks,
Kien Tran, Mike Tsionas and Emmanuel Mamatzakis, in Empirical Economics (2020)
Keywords: Backfitting local maximum likelihood, Mixture models, Probability of fully efficient banks, Global banking

Additive modeling of realized variance: tests for parametric specifications and structural breaks,
Matthias Fengler, Enno Mammen and Michael Vogt, from University of St. Gallen, School of Economics and Political Science (2013)
Keywords: Additive models; Backfitting; Nonparametric time series analysis; Specification tests; Realized variance; Heterogeneous autoregressive model.

Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption,
Haotian Chen and Xibin Zhang, from Monash University, Department of Econometrics and Business Statistics (2014)
Keywords: backfitting least squares, bandwidth, household income, price elasticity, profile least squares, random-walk Metropolis

A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables,
Taining Wang and Feng Yao, from Department of Economics, West Virginia University (2021)
Keywords: semiparametric model, varying coefficient model, different smoothing variables, two-way fixed effects, series estimation, kernel backfitting

Modeling Air Pollution Using Partially Varying Coefficient Models with Heavy Tails,
Nicole Jeldes, Germán Ibacache-Pulgar, Carolina Marchant and Javier Linkolk López-Gonzales, in Mathematics (2022)
Keywords: air pollution; local influence measure; maximum penalized likelihood estimates; partial varying coefficient model; Student t distribution; weighted back-fitting algorithm

Testing the significance of index parameters in varying-coefficient single-index models,
Heung Wong, Riquan Zhang, Bartholomew Leung and Zhensheng Huang, in Computational Statistics & Data Analysis (2013)
Keywords: Backfitting technique; Generalized F test; Local linear method; Varying-coefficient single-index models; Index parameter; Wilks phenomenon; χ2-distribution;

A comparative study of parametric mortality projection models,
Steven Haberman and Arthur Renshaw, in Insurance: Mathematics and Economics (2011)
Keywords: Mortality forecasting Binomial response models Age-period effects Age-period-cohort effects Forecast statistics Model and forecast comparison Back-fitting

Sparse model identification and learning for ultra-high-dimensional additive partially linear models,
Xinyi Li, Li Wang and Dan Nettleton, in Journal of Multivariate Analysis (2019)
Keywords: Dimension reduction; Inference for ultra-high-dimensional data; Semiparametric regression; Spline-backfitted local polynomial; Structure identification; Variable selection;

Varying-time random effects models for longitudinal data: unmixing and temporal interpolation of remote-sensing data,
Herve Cardot, Philippe Maisongrande and Robert Faivre, in Journal of Applied Statistics (2008)
Keywords: backfitting, BLUP, covariance function, downscaling, ECME, functional data, mixed effects, mixed pixels, splines, SPOT/VGT, SPOT/HRVIR, remote sensing,

Exploring spatial nonlinearity using additive approximation,
Zudi Lu, Arvid Lundervold, Dag Tjøstheim and Qiwei Yao, from London School of Economics and Political Science, LSE Library (2007)
Keywords: additive approximation; α-mixing; asymptotic normality; auto-normal specification; backfitting; nonparametric kernel estimation; spatial models; uniform convergence

Quantile Generalized Additive Model a Robust Alternative to Generalized Additive Model,
Maureen Nwakuya, in International Journal of Mathematical Research (2021)
Keywords: Generalized additive model, Quantile generalized additive model, Backfitting algorithm, Spline basis function, Nonparametric regression, Weighted loss function

Partitioning Algorithms and Combined Model Integration for Data Mining,
Claudio Conversano, Francesco Mola and Roberta Siciliano, in Computational Statistics (2001)
Keywords: Exploratory Trees, Generalized Additive Models, Mixing Parameters, Bootstrap Averaging, Backfitting Algorithm, Generalized Additive Multi-Mixture Models, Resampling, Model Fusion

Specification and structural break tests for additive models with applications to realized variance data,
Matthias Fengler, E. Mammen and M. Vogt, in Journal of Econometrics (2015)
Keywords: Additive models; Backfitting; Nonparametric time series analysis; Specification tests; Structural break tests; Realized variance; Heterogeneous autoregressive model;

Adaptive varying-coefficient linear models,
Jianqing Fan, Qiwei Yao and Zongwu Cai, from London School of Economics and Political Science, LSE Library (2000)
Keywords: Akaike information criterion; backfitting algorithm; generalised cross-validation; local linear regression; local significant variable selection; one-step estimation; smoothing index; varying-coefficient linear models

Adaptive varying co-efficient linear models,
Jianqing Fan, Qiwei Yao and Zongwu Cai, from London School of Economics and Political Science, LSE Library (2003)
Keywords: akaike information criterion; back-fitting algorithm; generalised cross-validation; local linear regression; local significant variable selection; one-step estimation; smoothing index.

Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study,
Juan Rodriguez-Poo and Alexandra Soberón, in Computational Statistics (2015)
Keywords: Semi-parametric varying coefficients model, Panel data , Local linear regression, One-step backfitting algorithm , First-differences estimator, Within estimator, Monte Carlo simulations, 62G05, 62G08, 62G20, 65C05, 91B08,

Adaptive Varying-Coefficient Linear Models,
Zongwu Cai, Jianqin Fan and Qiwei Yao, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2000)
Keywords: Akaike information criterion, backfitting algorithm, generalised cross-validation, local linear regression, local significant variable selection, one-step estimation, smoothing index, varying-coefficient linear models.