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

DOI10.1007/BF02480339MaRDI QIDQ1148627zbMATH OpenFDO

Authors Peter Hall

Publication date 1980

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

Full work available at URL https://doi.org/10.1007/BF02480339

zbMATH Keywords

density estimationHermite seriesintegrated mean square errorLaguerre seriesmethod of orthogonal series

Mathematics Subject Classification ID

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

Cites work

• Curve Estimates
• Estimation of Probability Density by an Orthogonal Series
• scientific article; zbMATH DE number 3137533 (Why is no real title available?)
• scientific article; zbMATH DE number 3215680 (Why is no real title available?)
• scientific article; zbMATH DE number 3230499 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• On Estimation of a Probability Density Function and Mode
• On the Estimation of the Probability Density, I
• Properties of Hermite series estimation of probability density
• Remarks on Some Nonparametric Estimates of a Density Function
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods

Cited in

(7)

• Pointwise consistency of the Hermite series density estimate
• The selection of the number of terms in an orthogonal series cumulative function estimator
• Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
• Density estimation with laguerre series and censored samples
• Orthogonal gamma-based expansion for the CIR's first passage time distribution
• Hermite series estimates of a probability density and its derivatives
• A new smoothness quantification in kernel density estimation

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