On the choice of a truncation point in fourier series density estimation

DOI10.1080/00949658508810808zbMath0595.62035OpenAlexW2079916392MaRDI QIDQ3727140

Jeffrey D. Hart

Publication date: 1985

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658508810808

zbMATH Keywords

simulation studydensity estimationmean integrated squared errorAICMISEconsistent estimationoptimal smoothingtruncation pointFourier series density estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (10)

Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach ⋮ Improved orthogonal polynomial density estimates ⋮ Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection ⋮ Estimation of probability density function in the case of multiplicative noise ⋮ Testing goodness of fit via nonparametric function estimation techniques ⋮ The selection of the number of terms in an orthogonal series cumulative function estimator ⋮ Asymptotics for \(L_ p\)-norms of Fourier series density estimators ⋮ Modeling probability density through ultraspherical polynomial transformations ⋮ Fourier series-based direct plug-in bandwidth selectors for kernel density estimation ⋮ A weighted least-squares cross-validation bandwidth selector for kernel density estimation

Cites Work

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• An adaptive orthogonal-series estimator for probability density functions
• The empirical characteristic function and its applications
• Consistent cross-validated density estimation
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
• A new look at the statistical model identification

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