Dependence and the dimensionality reduction principle
نویسندگان
چکیده
منابع مشابه
Dependence and the Dimensionality Reduction Principle
Stone's dimensionality reduction principle has been confirmed on several occasions for independent observations. When dependence is expressed with C-mixing, a minimum distance es t imate ~n is proposed for a smooth projection pursuit regression-type function t~ C e, that is either additive or multiplicative, in the presence of or without interactions. Upper bounds on the Ll-risk and the Ll-erro...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2004
ISSN: 0020-3157,1572-9052
DOI: 10.1007/bf02530545