Last updated: 2020-09-07

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Knit directory: smash-gen/

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Some collections of literature:

Nonparametric regression for exponential family:

Brown, Lawrence D., T. Tony Cai, and Harrison H. Zhou. “Nonparametric regression in exponential families.” The annals of statistics 38.4 (2010): 2005-2046.

Cleveland, W. S., Mallows, C. L., & McRae, J. E. (1993). ATS methods: Nonparametric regression for non-Gaussian data. Journal of the American Statistical Association, 88(423), 821-835.

Zhang, H. H., & Lin, Y. (2006). Component selection and smoothing for nonparametric regression in exponential families. Statistica Sinica, 1021-1041.

Bianco, A. M., Boente, G., & Sombielle, S. (2011). Robust estimation for nonparametric generalized regression. Statistics & Probability Letters, 81(12), 1986-1994.

Fryzlewicz, P. (2017). Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal. arXiv preprint arXiv:1701.07263.

Local Likelihood Estimation

Generalized addtive model

O’sullivan, F., Yandell, B. S., & Raynor Jr, W. J. (1986). Automatic smoothing of regression functions in generalized linear models. Journal of the American Statistical Association, 81(393), 96-103.