Local Likelihood Estimation in Generalized Additive Models

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Nonparametric estimation of mean-squared prediction error in nested-error regression models (2005, unknown): “For recent applications of the moment-matching bootstrap, see [10, 14, 15, 16, 21, 25, 28].”
Coverage Properties of Confidence Intervals for Generalized Additive Model Components (2012, methodology): “2 also follows as before, but again with the substitutions (14) – (16).”
Smooth backfitting in generalized additive models (2008, background): “Opsomer and Ruppert [22] and Opsomer [21] showed that the backﬁtting estimator is well-deﬁned asymptotically when the stochastic dependence between covariates is “not far” from independence.”