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Orthogonal Polynomial Density Estimates: Alternative Representation and Degree Selection
Abstract:The density estimates considered in this paper comprise a base density and an adjustment component consisting of a linear combination of orthogonal polynomials. It is shown that, in the context of density approximation, the coefficients of the linear combination can be determined either from a moment-matching technique or a weighted least-squares approach. A kernel representation of the corresponding density estimates is obtained. Additionally, two refinements of the Kronmal-Tarter stopping criterion are proposed for determining the degree of the polynomial adjustment. By way of illustration, the density estimation methodology advocated herein is applied to two data sets.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1329791Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF
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