Analysis of additive dependencies and concurvities using smallest additive principal components (With discussion)

DOI10.1214/AOS/1176325746zbMATH Open0824.62050OpenAlexW1968723695WikidataQ114599143 ScholiaQ114599143MaRDI QIDQ1896232FDOQ1896232

Authors: Deborah J. Donnell, Andreas Buja, Werner Stuetzle 

Publication date: 12 November 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325746

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zbMATH Keywords

multiple correspondence analysisnonlinear transformationsscalingadditive regressioneigenproblemssecond-order theoryeigenexpansionsnonlinear multivariate analysisadditive principal componentsalternating conditional expectationsconcurvityhorseshoe effectsmallest principle components

Mathematics Subject Classification ID

Density estimation (62G07) Factor analysis and principal components; correspondence analysis (62H25)

Cited In (7)

• Common principal components for dependent random vectors
• Optimal estimation of slope vector in high-dimensional linear transformation models
• Rates of convergence for spline estimates of additive principal components
• Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities
• A new powerful version of the BUS test of normality
• On multicollinearity and concurvity in some nonlinear multivariate models
• Nonlinear principal components. II: Characterization of normal distributions

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