Generalized cross-validation for bandwidth selection of backfitting estimates in generalized additive models

Kauermann G, Opsomer JD (2004)
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 13(1): 66-89.

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This article presents a modified Newton method for minimizing multidimensional bandwidth selection for estimation in generalized additive models. The method is based on the generalized cross-validation criterion applied to backfitting estimates. The approach in particular is applicable to higher dimensional problems and provides a computationally efficient alternative to full grid search in such cases. The implementation of the proposed method requires the estimation of a number of auxiliary quantities, and simple estimators are suggested. Extensions to semiparamatric models and other bandwidth selections are discussed.
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Kauermann G, Opsomer JD. Generalized cross-validation for bandwidth selection of backfitting estimates in generalized additive models. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS. 2004;13(1):66-89.
Kauermann, G., & Opsomer, J. D. (2004). Generalized cross-validation for bandwidth selection of backfitting estimates in generalized additive models. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 13(1), 66-89.
Kauermann, G., and Opsomer, J. D. (2004). Generalized cross-validation for bandwidth selection of backfitting estimates in generalized additive models. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 13, 66-89.
Kauermann, G., & Opsomer, J.D., 2004. Generalized cross-validation for bandwidth selection of backfitting estimates in generalized additive models. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 13(1), p 66-89.
G. Kauermann and J.D. Opsomer, “Generalized cross-validation for bandwidth selection of backfitting estimates in generalized additive models”, JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, vol. 13, 2004, pp. 66-89.
Kauermann, G., Opsomer, J.D.: Generalized cross-validation for bandwidth selection of backfitting estimates in generalized additive models. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS. 13, 66-89 (2004).
Kauermann, Göran, and Opsomer, JD. “Generalized cross-validation for bandwidth selection of backfitting estimates in generalized additive models”. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 13.1 (2004): 66-89.
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