Name of QuantLet: gaplmsbk

Published in: Default Prediction by Generalized Additive Partially Linear Model

Description: 'Spline-backfitted kernel estimation for component function in Generalized Addtive Partially Linear Model'

Keywords: spline, kernel, partial, linear, estimation

Author: Rong Liu

Submitted: September 07 2016 by Rong Liu

Input: x: n*p matrix y: n*1 vector

Output: Spline-backfitted kernel estimation for component function