Data-based optimal smoothing of orthogonal series density estimates

DOI10.1214/AOS/1176345341MaRDI QIDQ1153628zbMATH OpenOpenAlexFDO

Authors Grace Wahba

Publication date 1981

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345341

zbMATH Keywords

expected integrated mean square errorsFourier series expansionmultivariate estimatesoptimal smoothingorthogonal series density estimatestwo-step procedure

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cited in

(28)

• The ARMA method of approximating probability density functions
• Cross-validation and the smoothing of orthogonal series density estimators
• Uniform consistency of automatic and location-adaptive delta-sequence estimators
• Density estimation on the Stiefel manifold
• On the non-consistency of an estimate of Chiu
• Density estimation on the spaces of symmetric and rectangular matrices
• Data-based optimal smoothing of a wavelet density estimator
• Estimating the square root of a density via compactly supported wavelets
• Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
• Bayesian goodness-of-fit testing using infinite-dimensional exponential families
• Spectral representations for random densities
• Optimal kernel estimation of densities
• Orthogonal series estimators and cross-validation
• Multivariate thin plate spline estimates for the posterior probabilities in the classification problem
• On the estimation of the probability density by trigonometric series
• Density estimation via hybrid splines
• Preventing the Dirac disaster: wavelet based density estimation
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
• Improved orthogonal polynomial density estimates
• Orthogonal series density estimation for complex surveys
• Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions
• Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
• Spline local basis methods for nonparametric density estimation
• Modality-Constrained Density Estimation via Deformable Templates
• Estimation of dynamic models with nonparametric simulated maximum likelihood
• L\({}_ 1\) and \(L_ 2\) cross-validation for density estimation with special reference to orthogonal expansions
• Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method
• Fitting conditional distributions using orthogonal expansions

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