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

DOI10.1214/AOS/1176325746MaRDI QIDQ1896232zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cited in

(8)

• 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
• On concurvity in nonlinear and nonparametric regression models
• 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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