Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/61299 
Erscheinungsjahr: 
1998
Schriftenreihe/Nr.: 
SFB 373 Discussion Paper No. 1998,97
Verlag: 
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin
Zusammenfassung: 
This paper is the attempt to summarize the state of art in additive and generalized additive models (GAM). The emphasis is on approaches and numerical procedures which have emerged since the monograph of Hastie and Tibshirani (1990) although reconsidering certain aspects of their work. Apart from GAM, vector GAM (VGAM), alternating conditional expectations (ACE), and additivity and variance stabilization (AVAS) are discussed. Last but not least there are software hints for all these models.
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
328.02 kB





Publikationen in EconStor sind urheberrechtlich geschützt.