Fourier-Legendre approximation of a probability density from discrete data

DOI10.1016/S0377-0427(02)00819-1zbMath1019.65013OpenAlexW2073105925MaRDI QIDQ1874198

Gabriele Inglese

Publication date: 22 May 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(02)00819-1

zbMATH Keywords

Fokker-Planck equationmaximum entropy methodapproximation to a probability densitydata-smoothingLegendre-Fourier coefficients

Mathematics Subject Classification ID

Density estimation (62G07) Probability distributions: general theory (60E05)

Cites Work

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