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Multi-stage nonparametric estimation of density function using orthonormal systems

Author

Listed:
  • Liang, Wen-Qi
  • Krishnaiah, P. R.

Abstract

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.

Suggested Citation

  • Liang, Wen-Qi & Krishnaiah, P. R., 1985. "Multi-stage nonparametric estimation of density function using orthonormal systems," Journal of Multivariate Analysis, Elsevier, vol. 17(2), pages 228-241, October.
    • Handle: RePEc:eee:jmvana:v:17:y:1985:i:2:p:228-241
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