10. Additive and Generalized Additive Models

  1. Michael G. Schimek
  1. Michael G. Schimek1 and
  2. Berwin A. Turlach2

Published Online: 30 JAN 2012

DOI: 10.1002/9781118150658.ch10

Smoothing and Regression: Approaches, Computation, and Application

Smoothing and Regression: Approaches, Computation, and Application

How to Cite

Schimek, M. G. and Turlach, B. A. (2000) Additive and Generalized Additive Models, in Smoothing and Regression: Approaches, Computation, and Application (ed M. G. Schimek), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118150658.ch10

Editor Information

  1. Karl-Franzens-University of Graz, Austria, and University of Vienna, Austria

Author Information

  1. 1

    Karl-Franzens-Universität Graz, Graz, Austria

  2. 2

    The University of Western Australia, Perth, Australia

Publication History

  1. Published Online: 30 JAN 2012
  2. Published Print: 24 JUL 2000

ISBN Information

Print ISBN: 9780471179467

Online ISBN: 9781118150658

SEARCH

Options for accessing this content:

  • If you have access to this content through a society membership, please first log in to your society website.
  • Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
  • You can purchase online access to this Chapter for a 24-hour period (price varies by title)
    • If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
    • New Users: Please register, then proceed to purchase the article.

Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions and you will be able to log in to access content. Some users may also log in directly via OpenAthens.

Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.

Please register to:

  • Save publications, articles and searches
  • Get email alerts
  • Get all the benefits mentioned below!

Register now >