Multi-stage nonparametric estimation of density function using orthonormal systems

In this note, the authors propose a new nonparametric method of estimation of density using orthonormal systems iteratively. The asymptotic mean integrated square error of the estimate at each stage is less than or equal to that of the preceding stage. The new estimate is better, in some cases, than the traditional estimate based upon orthonormal functions from the point of view of the mean integrated square error in the limit.

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Year of publication:	1985
Authors:	Liang, Wen-Qi ; Krishnaiah, P. R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 17.1985, 2, p. 228-241
Publisher:	Elsevier
Keywords:	pattern recognition reliability survival analysis orthonormal systems estimation of density nonparametric methods

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

Persistent link: https://www.econbiz.de/10005199636