Optimal estimation in additive regression models

By Joel L. Horowitz, Jussi Klemelä, Enno Mammen. 2006

79 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5d514d96653457605843ed48283e9e491b674d6c

How researchers see this paper

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In Statistics and Probability

1. Jian Huang
2. Fengrong Wei
3. Joel L. Horowitz
4. Heng Lian
5. Kengo Kato
6. Jianqing Fan
7. Victor Chernozhukov
8. Alexandre Belloni

Citations in the corpus

• Dissecting Characteristics Nonparametrically (2020, unknown): “The main theoretical advantage of this specification is that the rate of convergence is N−4/5, which does not depend on the number of characteristics S (see Stone (1985), Stone (1986), and Horowitz et al. (2006)).”
• VARIABLE SELECTION IN NONPARAMETRIC ADDITIVE MODELS (2010, background): “Horowitz and Mammen (2004) and Horowitz, Klemelä, and Mammen (2006) showed that if p is fixed and mild regularity conditions hold, then oracle-efficient estimates of the fj’s can be obtained by a two-step procedure.”