Hermite series estimates of a probability density and its derivatives

DOI10.1016/0047-259X(84)90024-1zbMath0544.62043MaRDI QIDQ796925

Mirosław Pawlak, Włodzimierz Greblicki

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

density estimationmean integrated square errorestimate of the pth derivativeorthogonal Hermite seriesRates for uniform convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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Cites Work

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• Addendum to ``Properties of Hermite series estimation of probability density
• Estimating a density on the positive half line by the method of orthogonal series
• Properties of Hermite series estimation of probability density
• Asymptotic efficiency of classifying procedures using the Hermite series estimate of multivariate probability densities (Corresp.)
• Probability Inequalities for Sums of Bounded Random Variables
• Estimation of Probability Density by an Orthogonal Series
• Probability Inequalities for Sums of Independent Random Variables

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