| Title:
|
Projection pursuit quadratic regression - the normal case (English) |
| Author:
|
Štulajter, František |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
33 |
| Issue:
|
3 |
| Year:
|
1988 |
| Pages:
|
204-212 |
| Summary lang:
|
English |
| Summary lang:
|
Russian |
| Summary lang:
|
Czech |
| . |
| Category:
|
math |
| . |
| Summary:
|
The model of quadratic regression is studied by means of the projection pursuit method. This method leads to a decomposition of the matrix of quadratic regression, which can be used for an estimation of this matrix from the data observed. (English) |
| Keyword:
|
Gaussian random vector |
| Keyword:
|
quadratic estimators |
| Keyword:
|
conditional mean value |
| Keyword:
|
quadratic regression |
| Keyword:
|
projection pursuit method |
| MSC:
|
62H12 |
| MSC:
|
62H25 |
| MSC:
|
62J02 |
| idZBL:
|
Zbl 0659.62062 |
| idMR:
|
MR0944784 |
| DOI:
|
10.21136/AM.1988.104303 |
| . |
| Date available:
|
2008-05-20T18:34:39Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104303 |
| . |
| Reference:
|
[1] J. H. Friedman W. Stuetzle: Projection pursuit regression.J. Amer. Stat. Assoc. 76 (1981) 817-823. MR 0650892, 10.1080/01621459.1981.10477729 |
| Reference:
|
[2] P. J. Huber: Projection pursuit.Ann. Statist. 13 (1985), 435-475. Zbl 0595.62059, MR 0790553, 10.1214/aos/1176349519 |
| Reference:
|
[3] L. R. La Motte: Quadratic estimation of variance components.Biometrika 29 (1973), 311-330. MR 0329142 |
| Reference:
|
[4] C. R. Rao: Estimation of variance and covariance components - MINQUE theory.J. Mult. Analysis 1, 1971, 445-456. Zbl 0223.62086, MR 0301870, 10.1016/0047-259X(71)90019-4 |
| Reference:
|
[5] J. Rozanov: Gaussian random processes.(Russian). Nauka, Moskva 1970. MR 0544843 |
| Reference:
|
[6] F. Štulajter: RKHS approach to nonlinear estimation of random variables.Trans. VIII-th Prague Conf. Volume B (1978), 239-246. MR 0536821 |
| . |
