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Adaptive orthogonal series density estimation for small samples

✍ Scribed by Sam Efromovich


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
1019 KB
Volume
22
Category
Article
ISSN
0167-9473

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Kernel density estimation is a powerful tool for exploratory data analysis. Adaptive methods can improve the appearance of these curve estimates by smoothing away spurious "wiggles". The ΓΏnite sample performance of several location dependent bandwidths is studied by simulation. The mean integrated s