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June, 1989 On Projection Pursuit Regression
Peter Hall
Ann. Statist. 17(2): 573-588 (June, 1989). DOI: 10.1214/aos/1176347126

Abstract

We construct a tractable mathematical model for kernel-based projection pursuit regression approximation. The model permits computation of explicit formulae for bias and variance of estimators. It is shown that the bias of an orientation estimate dominates error about the mean--indeed, the latter is asymptotically negligible in comparison with bias. However, bias and error about the mean are of the same order in the case of projection pursuit curve estimates. Implications of our formulae for bias and variance are discussed.

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Peter Hall. "On Projection Pursuit Regression." Ann. Statist. 17 (2) 573 - 588, June, 1989. https://doi.org/10.1214/aos/1176347126

Information

Published: June, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0698.62041
MathSciNet: MR994251
Digital Object Identifier: 10.1214/aos/1176347126

Subjects:
Primary: 62H99
Secondary: 62H05

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.17 • No. 2 • June, 1989
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