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arXiv · 0709.0888

Additive isotone regression

Enno Mammen·Kyusang Yu
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Abstract

This paper is about optimal estimation of the additive components of a nonparametric, additive isotone regression model. It is shown that asymptotically up to first order, each additive component can be estimated as well as it could be by a least squares estimator if the other components were known. The algorithm for the calculation of the estimator uses backfitting. Convergence of the algorithm is shown. Finite sample properties are also compared through simulation experiments.

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Enno Mammen, Kyusang Yu. 2007-09-06. Additive isotone regression. https://doi.org/10.1214/074921707000000355

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