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 ...

The graph below shows the total number of publications each year in Shrinkage Estimation and Balanced Loss Functions in Multivariate Normal Distribution.

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 ...