Legendre polynomial order selection in projection pursuit density estimation
Articles
Mindaugas Kavaliauskas
Kauno technologijos universitetas
Published 2013-12-20
https://doi.org/10.15388/LMR.B.2013.05
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Keywords

projection pursuit
probability density
nonparametric estimation

How to Cite

Kavaliauskas M. (2013) “Legendre polynomial order selection in projection pursuit density estimation”, Lietuvos matematikos rinkinys, 54(B), pp. 23–28. doi: 10.15388/LMR.B.2013.05.

Abstract

Projection pursuit method and its application to probability density estimation is discussed. Method proposed by J.H. Friedman, based on projection density estimation using orthogonal Legendre polynomials, is analysed. Problem of Legendre polynomial order selection is solved. Conclusions are based on Monte Carlo simulation.

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