Estimation of projection pursuit regression via alternating linearization
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DOI: 10.1016/j.csda.2023.107793
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References listed on IDEAS
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More about this item
Keywords
High-dimensional data; Linearization; L1 penalty; Nonparametric regression; Rectified linear unit (ReLU);All these keywords.
JEL classification:
- L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
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