Abstract
We generalize the projection pursuit procedure of Friedman and Stuetzle (abstract version) and prove strong convergence. This answers a question of Huber.
Keywords
Projection pursuitMathematicsConvergence (economics)ConjectureProjection (relational algebra)Mathematical economicsRegressionApplied mathematicsEconometricsStatisticsCombinatoricsEconomicsAlgorithm
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Publication Info
- Year
- 1987
- Type
- article
- Volume
- 15
- Issue
- 2
- Citations
- 187
- Access
- Closed
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Cite This
Lee Jones
(1987).
On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression.
The Annals of Statistics
, 15
(2)
.
https://doi.org/10.1214/aos/1176350382
Identifiers
- DOI
- 10.1214/aos/1176350382