An Adaptive Orthogonal-Series Estimator for Probability Density Functions
An Adaptive Orthogonal-Series Estimator for Probability Density Functions
Given a sample set $X_1, \cdots, X_N$ of independent identically distributed real-valued random variables, each with the unknown probability density function $f(\cdot)$, the problem considered is to estimate $f$ from the sample set. The function $f$ is assumed to be in $L_2(a, b); f$ is not assumed to be in …