An adaptive orthogonal-series estimator for probability density functions

DOI10.1214/aos/1176344958zbMath0426.62023OpenAlexW2006257880MaRDI QIDQ1136177

Rui J. P. de Figueiredo, G. Leigh Anderson

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aos/1176344958

zbMATH Keywords

consistencydensity functionorthogonal seriesadaptive estimationFourier methodslarge sample variance estimatesreduced bias

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Trigonometric series of special types (positive coefficients, monotonic coefficients, etc.) (42A32)

Related Items (10)

Improved orthogonal polynomial density estimates ⋮ On the choice of a truncation point in fourier series density estimation ⋮ Multiwavelet density estimation ⋮ Distributions for spherical data based on nonnegative trigonometric sums ⋮ Large‐scale signal detection: A unified perspective ⋮ Informative statistical analyses using smooth goodness of fit tests ⋮ Approximation of density functions by orthogonal series with grouped data ⋮ Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval ⋮ Measuring the efficiency of trigonometric series estimates of a density ⋮ Bayes least squares linear estimation of densities

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