On the choice of a truncation point in fourier series density estimation

DOI10.1080/00949658508810808MaRDI QIDQ3727140zbMATH OpenOpenAlexFDO

Authors J. D. Hart

Publication date 1985

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658508810808

zbMATH Keywords

density estimationAICsimulation studyconsistent estimationmean integrated squared errorMISEoptimal smoothingtruncation pointFourier series density estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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(13)

• Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach
• On the frequency choice in trigonometrically fitted methods
• Improved orthogonal polynomial density estimates
• Modeling probability density through ultraspherical polynomial transformations
• The Selection of Terms in an Orthogonal Series Density Estimator
• A fortran implementation of univariate fourier series density estimation
• Testing goodness of fit via nonparametric function estimation techniques
• Asymptotics for \(L_ p\)-norms of Fourier series density estimators
• The selection of the number of terms in an orthogonal series cumulative function estimator
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
• Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection
• Estimation of probability density function in the case of multiplicative noise

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