The AM uses a one dimensional smoother to build a restricted class of nonparametric regression models.
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"Estimating Optimal Transformations for Multiple Regression and Correlation", Journal of the American Statistical Association 80:580–598.
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Fitting the AM (i.e. the functions ) can be done using the backfitting algorithm proposed by Andreas Buja, Trevor Hastie and Robert Tibshirani (1989).
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