Sperlich, S., Linton, O. B. and Hardle, W. (1999). A simulation comparison between integration and backfitting methods of estimating separable nonparametric regression models, Test 8, 419-458.  Home/Search   Document Details and Download   Summary   Related Articles

....extended the method to time series settings and multiplicative volatility functions. The appeal of marginal integration method lies in its simplicity and its univariate rate of convergence. A very detailed Monte Carlo study aimed at comparing the integration with backfitting method can be found in Sperlich, Linton and Hardle (1999). Following these works, Carroll, Hardle and Mammen (1999) proposed to estimate function g( Delta) and the parameter fl in (1.3) by the usual semiparametric steps combined with marginal integration or backfitting procedure for additive model. Although the rates of convergence thus obtained are ....

Sperlich, S., Linton, O. B. and Hardle, W. (1999). A simulation comparison between integration and backfitting methods of estimating separable nonparametric regression models, Test 8, 419-458.

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