Accession Number:

AD0668155

Title:

DENSITY ESTIMATION BY ORTHOGONAL SERIES.

Descriptive Note:

Technical rept.,

Corporate Author:

JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF STATISTICS

Personal Author(s):

Report Date:

1968-04-01

Pagination or Media Count:

7.0

Abstract:

Given a random sample x sub 1...,x sub n from the density fx Summation of alpha sub m phi sub mx where braces phi sub mx is an orthogonal basis, the estimator f star sub nx Summation from zero to infinity of lambda sub mn a sub m phi sub mx where a sub m 1n Summation from k 1 to k n, of phi sub mx sub k is suggested. f star sub nx will be a minimum integrated mean square error estimator in its class. These estimators are related to the kernel estimators discussed by Watson and Leadbetter Ann. Math. Statist. 1963, 34, 480-491..

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE