Estimation of Probability Density by an Orthogonal Series
نویسندگان
چکیده
منابع مشابه
Orthogonal series density estimation
Orthogonal series density estimation is a powerful nonparametric estimation methodology that allows one to analyze and present data at hand without any prior opinion about shape of an underlying density. The idea of construction of an adaptive orthogonal series density estimator is explained on the classical example of a direct sample from a univariate density. Data-driven estimators, which hav...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1967
ISSN: 0003-4851
DOI: 10.1214/aoms/1177698795