投影追踪回归逼近的均方收敛性
The Mean Square Convergence of Projection Pursuit Regression
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摘要: 在本文我们给出了均方收敛的投影追踪回归逼近,回答了Huber(1985)的猜想。Abstract: In this paper, we give an answer to Huber’s conjecture(1985), which is about the mean square convergence of PP regression approximation.