DENSITY ESTIMATION BY ORTHOGONAL SERIES.
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF STATISTICS
Pagination or Media Count:
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..
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