Document Zbl 0664.62061

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On a conjecture of Huber concerning the convergence of projection pursuit regression. (English) Zbl 0664.62061

Ann. Stat. 15, 880-882 (1987).

A generalized version of the projection pursuit regression procedure of J. H. Friedman and W. Stuetzle, J. Am. Stat. Assoc. 76, 817- 823 (1981), is proposed and its strong convergence is proved [see also the paper of P. J. Huber, Ann. Stat. 13, 435-525 (1985; Zbl 0595.62059)]. The proof is simple and based on two useful lemmas. The new version of the algorithm is easier to implement with less time spending performance.

Reviewer: J.Á.Višek

Cited in 1 Review

Cited in 47 Documents

MSC:

62H99

Multivariate analysis

Keywords:

ridge functions; projection pursuit regression procedure; strong convergence

Citations:

Zbl 0595.62059

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