Projection estimation in multiple regression with application to functional ANOVA models
نویسندگان
چکیده
منابع مشابه
Projection Estimation in Multiple Regression with Application to Functional Anova Models
A general theory on rates of convergence in multiple regression is developed, where the regression function is modeled as a member of an arbitrary linear function space (called a model space), which may be niteor in nite-dimensional. A least squares estimate restricted to some approximating space, which is in fact a projection, is employed. The error in estimation is decomposed into three parts...
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A general theory on rates of convergence of the least-squares projection estimate in multiple regression is developed. The theory is applied to the functional ANOVA model, where the multivariate regression function Ž is modeled as a specified sum of a constant term, main effects functions of . Ž one variable and selected interaction terms functions of two or more . variables . The least-squares...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1998
ISSN: 0090-5364
DOI: 10.1214/aos/1030563984