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Projection pursuit quadratic regression - the normal case
Applications of Mathematics, Tome 33 (1988) no. 3, pp. 204-212
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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.
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.
DOI : 10.21136/AM.1988.104303
Classification : 62H12, 62H25, 62J02
Keywords: Gaussian random vector; quadratic estimators; conditional mean value; quadratic regression; projection pursuit method 
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Štulajter, František. Projection pursuit quadratic regression - the normal case. Applications of Mathematics, Tome 33 (1988) no. 3, pp. 204-212. doi: 10.21136/AM.1988.104303

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