Projection pursuit quadratic regression - the normal case

František Štulajter

Aplikace matematiky (1988)

  • Volume: 33, Issue: 3, page 204-212
  • ISSN: 0862-7940

Abstract

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The model of quadratic regression is studied by means of the projection pursuit method. This method leads to a decomposition of the matrix of quadratic regression, which can be used for an estimation of this matrix from the data observed.

How to cite

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Štulajter, František. "Projection pursuit quadratic regression - the normal case." Aplikace matematiky 33.3 (1988): 204-212. <http://eudml.org/doc/15538>.

@article{Štulajter1988,
abstract = {The model of quadratic regression is studied by means of the projection pursuit method. This method leads to a decomposition of the matrix of quadratic regression, which can be used for an estimation of this matrix from the data observed.},
author = {Štulajter, František},
journal = {Aplikace matematiky},
keywords = {Gaussian random vector; quadratic estimators; conditional mean value; quadratic regression; projection pursuit method; Gaussian random vector; quadratic estimators; conditional mean value; quadratic regression; projection pursuit method},
language = {eng},
number = {3},
pages = {204-212},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Projection pursuit quadratic regression - the normal case},
url = {http://eudml.org/doc/15538},
volume = {33},
year = {1988},
}

TY - JOUR
AU - Štulajter, František
TI - Projection pursuit quadratic regression - the normal case
JO - Aplikace matematiky
PY - 1988
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 33
IS - 3
SP - 204
EP - 212
AB - The model of quadratic regression is studied by means of the projection pursuit method. This method leads to a decomposition of the matrix of quadratic regression, which can be used for an estimation of this matrix from the data observed.
LA - eng
KW - Gaussian random vector; quadratic estimators; conditional mean value; quadratic regression; projection pursuit method; Gaussian random vector; quadratic estimators; conditional mean value; quadratic regression; projection pursuit method
UR - http://eudml.org/doc/15538
ER -

References

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  1. J. H. Friedman W. Stuetzle, 10.1080/01621459.1981.10477729, J. Amer. Stat. Assoc. 76 (1981) 817-823. (1981) MR0650892DOI10.1080/01621459.1981.10477729
  2. P. J. Huber, 10.1214/aos/1176349519, Ann. Statist. 13 (1985), 435-475. (1985) Zbl0595.62059MR0790553DOI10.1214/aos/1176349519
  3. L. R. La Motte, Quadratic estimation of variance components, Biometrika 29 (1973), 311-330. (1973) MR0329142
  4. C. R. Rao, 10.1016/0047-259X(71)90019-4, J. Mult. Analysis 1, 1971, 445-456. (1971) Zbl0223.62086MR0301870DOI10.1016/0047-259X(71)90019-4
  5. J. Rozanov, Gaussian random processes, (Russian). Nauka, Moskva 1970. (1970) MR0544843
  6. F. Štulajter, RKHS approach to nonlinear estimation of random variables, Trans. VIII-th Prague Conf. Volume B (1978), 239-246. (1978) MR0536821

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