On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression
The Annals of Statistics · 1987 · Volume 15 · Issue 2
Abstract
We generalize the projection pursuit procedure of Friedman and Stuetzle (abstract version) and prove strong convergence. This answers a question of Huber.
Keywords
62H99, Projection pursuit, ridge function, strong convergence
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