Estimating a density on the positive half line by the method of orthogonal series

DOI10.1007/BF02480339zbMath0452.62030MaRDI QIDQ1148627

Hall, Peter

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

integrated mean square errordensity estimationLaguerre seriesHermite seriesmethod of orthogonal series

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Related Items (6)

Density estimation with laguerre series and censored samples ⋮ The selection of the number of terms in an orthogonal series cumulative function estimator ⋮ Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives ⋮ Hermite series estimates of a probability density and its derivatives ⋮ Pointwise consistency of the Hermite series density estimate ⋮ A new smoothness quantification in kernel density estimation

Cites Work

• Properties of Hermite series estimation of probability density
• Remarks on Some Nonparametric Estimates of a Density Function
• Estimation of Probability Density by an Orthogonal Series
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
• Curve Estimates
• On the Estimation of the Probability Density, I
• On Estimation of a Probability Density Function and Mode
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