Estimating a density on the positive half line by the method of orthogonal series |
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Authors: | Peter Hall |
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Institution: | (1) Australian National University, Australia |
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Abstract: | The kernel method of density estimation is not so attractive when the density has its support confined to (0, ∞), particularly
when the density is unsmooth at the origin. In this situation the method of orthogonal series is competitive. We consider
three essentially different orthogonal series—those based on the even and odd Hermite functions, respectively, and that based
on Laguerre functions—and compare them from the point of view of mean integrated square error. |
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Keywords: | Primary 62G05 |
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