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Adaptive Fourier tester for statistical estimation
Qiuhui Chen1; Tao Qian2; Yuan Li3; Weixiong Mai2; Xingfa Zhang3
2016-08-01
Source PublicationMathematical Methods in the Applied Sciences
ISSN10991476 01704214
Volume39Issue:12Pages:3478-3495
Abstract

Based on Takenaka–Malmquist (TM) system, a new nonparametric estimator for probability density function is proposed. The TM estimation method is completely different from the existent density estimation methods in that the estimator depends on an approximate system with poles in a complex plane. Compared with the classic Fourier estimator, the TM estimator will offer more flexibility and adaptivity for real data due to the poles and nonlinearity of the phase of TM system. We compare the TM estimator with kernel, wavelet, and spline estimators by simulations. It shows that the introduced TM estimator is a more promising method than the existing and commonly used methods. Copyright © 2016 John Wiley & Sons, Ltd.

KeywordAdaptive Approximation Order Cayley Transform Hardy Space Tm Estimator
DOIhttps://doi.org/10.1002/mma.3795
URLView the original
Indexed BySCI
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000379947400024
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Cited Times [WOS]:1   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorQiuhui Chen
Affiliation1.College of Mathematics and Informatics, South China Agricultural University, Guangzhou, China
2.Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao, China
3.Department of Statistics, Guangzhou University, Guangzhou, China
Recommended Citation
GB/T 7714
Qiuhui Chen,Tao Qian,Yuan Li,et al. Adaptive Fourier tester for statistical estimation[J]. Mathematical Methods in the Applied Sciences,2016,39(12):3478-3495.
APA Qiuhui Chen,Tao Qian,Yuan Li,Weixiong Mai,&Xingfa Zhang.(2016).Adaptive Fourier tester for statistical estimation.Mathematical Methods in the Applied Sciences,39(12),3478-3495.
MLA Qiuhui Chen,et al."Adaptive Fourier tester for statistical estimation".Mathematical Methods in the Applied Sciences 39.12(2016):3478-3495.
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