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Generalized projection pursuit regression

✍ Scribed by Lingjærde, Ole C.; Liestøl, Knut

Book ID
118188182
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
445 KB
Volume
20
Category
Article
ISSN
1064-8275

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Tests in projection pursuit regression
Tests in projection pursuit regression
✍ Meekyong G. Park; Jiayang Sun 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 195 KB

Projection Pursuit regression (PPR) approximates a regression function f(X ) by a ÿnite sum of ridge functions L l=1 f l ( T l X ). When the explanatory vector X is normally distributed, Johansen and Johnstone (1990) gave an one-term approximation formula to the signiÿcance level of a test of H0: f=