Generalized Quasi-Regression |
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| Authors: | Gui-Jun Yang |
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| Institution: | 1. Department of Statistics and CCESR , Tianjin University of Finance and Economics , Tianjin, China tjyangguij@yahoo.com.cn |
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| Abstract: | Quasi-regression, an approach for approximating an unknown function on the unit cube in very high dimensions, has very high computational efficiency. In this article, generalized quasi-regression is introduced. Some theoretical results on the generalized quasi-regression are provided, and numerical examples are illustrated. |
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| Keywords: | Basis function Computer experiment Fitting function Quasi-regression |
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