An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models
可分非参数模型中积分估计与回拟合估计的优化解释
Summary We provide an optimization interpretation of both back-fitting and integration estimators for additive nonparametric regression. We find that the integration estimator is a projection with respect to a product measure. We also provide further understanding of the back-fitting method.