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Štulajter, František
Projection pursuit quadratic regression - the normal case. (English). Aplikace matematiky, vol. 33 (1988), issue 3, pp. 204-212
MSC: 62H12, 62H25, 62J02 | MR 0944784 | Zbl 0659.62062 | DOI: 10.21136/AM.1988.104303
Keywords:
Gaussian random vector; quadratic estimators; conditional mean value; quadratic regression; projection pursuit method
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.
References:
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[6] F. Štulajter: RKHS approach to nonlinear estimation of random variables. Trans. VIII-th Prague Conf. Volume B (1978), 239-246. MR 0536821
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