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Register a new userRate-optimal estimation for a general class of nonparametric regression models with unknown link functions
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Added by
Enno Mammen
Publication date
2008
fields
Mathematical Statistics
and research's language is
English
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This paper discusses a nonparametric regression model that naturally generalizes neural network models. The model is based on a finite number of one-dimensional transformations and can be estimated with a one-dimensional rate of convergence. The model contains the generalized additive model with unknown link function as a special case. For this case, it is shown that the additive components and link function can be estimated with the optimal rate by a smoothing spline that is the solution of a penalized least squares criterion.
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