Additive models and kernel smoothing

ZELINKA, Jiří. Additive models and kernel smoothing. In PROBASTAT'98 Proceedings of the Third International Conference on Mathematical Statistics. 1st ed. Bratislava: Mathematical Institute SAS, 1999, p. 241-250. ISBN 1210-3195.

Basic information

• Original name: Additive models and kernel smoothing
• Name (in English): Additive models and kernel smoothing
• Authors: ZELINKA, Jiří (203 Czech Republic, guarantor).
• Edition: 1. vyd. Bratislava, PROBASTAT'98 Proceedings of the Third International Conference on Mathematical Statistics, p. 241-250, 1999.
• Publisher: Mathematical Institute SAS

Other information

• Original language: Czech
• Type of outcome: Proceedings paper
• Field of Study: 10101 Pure mathematics
• Country of publisher: Czech Republic
• Confidentiality degree: is not subject to a state or trade secret
• RIV identification code: RIV/00216224:14310/99:00003868
• Organization unit: Faculty of Science
• ISBN: 1210-3195
• UT WoS: 000086145000026
• Keywords in English: linear smoother; smoother matrices; additive model; orthogonal projection
• Tags: additive model, Linear Smoother, orthogonal projection, smoother matrices

Abstract

Nonparametric regression methods are often used to estimate an unknown function $m(x_1,\dots,x_p)$ in a regression model $$Y=m(X_1,\dots,X_p)+\eps$$ for random variables $X_1,\dots,X_p,Y$ and error $\eps$. Additive model can be used for the function $m$ in the special form $$m(x_1,\dots,x_p)=m_1(x_1)+\dots m_p(x_p).$$ Application of kernel smoothing to additive models is shown in this contribution and some practical results, too.

Abstract (in English)

Nonparametric regression methods are often used to estimate an unknown function $m(x_1,\dots,x_p)$ in a regression model $$Y=m(X_1,\dots,X_p)+\eps$$ for random variables $X_1,\dots,X_p,Y$ and error $\eps$. Additive model can be used for the function $m$ in the special form $$m(x_1,\dots,x_p)=m_1(x_1)+\dots m_p(x_p).$$ Application of kernel smoothing to additive models is shown in this contribution and some practical results, too.

Links

• GA201/96/0665, research and development project: Name: Aditivní stochastické modely - rozvoj, počítačová implementace a užití k identifikaci změn v oblasti životního prostředí

Investor: Czech Science Foundation, Additive stochastic models - development, computer implementation and application to the identification of environmental changes