In nonparametric multivariate regression analysis, we seek methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. The original ...

We present formulas that allow us to decompose a function ƒ of d variables into a sum of 2 d terms f u indexed by subsets u of {1,. . . , d}, where each term f u depends only on the variables with ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...