Estimation of multivariate binary density using orthogonal functions

In this paper, the authors studied certain properties of the estimate of Liang and Krishnaiah (1985, J. Multivariate Anal. 16, 162-172) for multivariate binary density. An alternative shrinkage estimate is also obtained. The above results are generalized to general orthonormal systems.

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Year of publication:	1989
Authors:	Chen, X. R. ; Krishnaiah, P. R. ; Liang, W. W.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 31.1989, 2, p. 178-186
Publisher:	Elsevier
Keywords:	multivariate binary density orthonormal system shrinkage estimate Walsh functions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160324