On a conjecture of Huber concerning the convergence of projection pursuit regression (Q1115065)
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scientific article; zbMATH DE number 4086791
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| English | On a conjecture of Huber concerning the convergence of projection pursuit regression |
scientific article; zbMATH DE number 4086791 |
Statements
On a conjecture of Huber concerning the convergence of projection pursuit regression (English)
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1987
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A generalized version of the projection pursuit regression procedure of \textit{J. H. Friedman} and \textit{W. Stuetzle}, J. Am. Stat. Assoc. 76, 817- 823 (1981), is proposed and its strong convergence is proved [see also the paper of \textit{P. J. Huber}, Ann. Stat. 13, 435-525 (1985; Zbl 0595.62059)]. The proof is simple and based on two useful lemmas. The new version of the algorithm is easier to implement with less time spending performance.
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ridge functions
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projection pursuit regression procedure
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strong convergence
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0.8750721216201782
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0.8338795900344849
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0.8104153275489807
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