Analysis of additive dependencies and concurvities using smallest additive principal components (With discussion)

DOI10.1214/aos/1176325746zbMath0824.62050OpenAlexW1968723695WikidataQ114599143 ScholiaQ114599143MaRDI QIDQ1896232

Deborah J. Donnell, Andreas Buja, Werner Stuetzle

Publication date: 12 November 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325746

zbMATH Keywords

nonlinear transformations scaling nonlinear multivariate analysis multiple correspondence analysis additive regression eigenproblems second-order theory eigenexpansions additive principal components alternating conditional expectations concurvity horseshoe effect smallest principle components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07)

Related Items (7)

A new powerful version of the BUS test of normality ⋮ Optimal estimation of slope vector in high-dimensional linear transformation models ⋮ Nonlinear principal components. II: Characterization of normal distributions ⋮ Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities ⋮ Rates of convergence for spline estimates of additive principal components ⋮ On multicollinearity and concurvity in some nonlinear multivariate models ⋮ Common principal components for dependent random vectors

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