Moderate projection pursuit regression for multivariate response data

DOI10.1016/0167-9473(94)00029-8zbMath0900.62334OpenAlexW2085238605MaRDI QIDQ1351541

Magne Aldrin

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)00029-8

zbMATH Keywords

SmoothingNon-parametric regressionMultivariate regressionProjection pursuit regression

Mathematics Subject Classification ID

Multivariate analysis (62H99) General nonlinear regression (62J02)

Related Items

Adaptive estimation in multivariate response regression with hidden variables, Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty, Projection pursuit emulation for many-input computer experiments, Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach, Joint variable and rank selection for parsimonious estimation of high-dimensional matrices, Efficient estimation of reduced-rank partial envelope model in multivariate linear regression, Applied regression analysis bibliography update 1994-97, Forecasting container throughput of Qingdao Port with a hybrid model

Uses Software

• nag

Cites Work

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• Simplex-Sum Designs: A Class of Second Order Rotatable Designs Derivable From Those of First Order
• On Nonlinear Functions of Linear Combinations
• Estimating Optimal Transformations for Multiple Regression and Correlation
• The Adjoint Projection Pursuit Regression
• The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
• Linear Model Selection by Cross-Validation