THE ASYMPTOTICS OF TWO EXPLORATCRY PROJECTION PURSUIT INDICES

In this paper, the null asymptotic distribution of PP Friedman index and its bootstrap approximation are obtained. When there are nonlinear structures in data, the asymptotic distributiors and their bootstrap approximations for the best directions and the best values of PP Friedman index and PP Neyman index are deriyed. In particular, the bootstrap confidence sets for the best directions and the best values mentioned befor are given.