We generalize the projection pursuit procedure of Friedman and Stuetzle (abstract version) and prove strong convergence. This answers a question of Huber.
@article{1176350382,
author = {Jones, Lee K.},
title = {On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression},
journal = {Ann. Statist.},
volume = {15},
number = {1},
year = {1987},
pages = { 880-882},
language = {en},
url = {http://dml.mathdoc.fr/item/1176350382}
}
Jones, Lee K. On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression. Ann. Statist., Tome 15 (1987) no. 1, pp. 880-882. http://gdmltest.u-ga.fr/item/1176350382/