Open AccessLegendre polynomial order selection in projection pursuit density estimation
Author(s) -
Mindaugas Kavaliauskas
Publication year - 2013
Publication title -
lietuvos matematikos rinkinys
Language(s) - English
Resource type - Journals
eISSN - 2335-898X
pISSN - 0132-2818
DOI - 10.15388/lmr.b.2013.05
Subject(s) - legendre polynomials , projection pursuit , mathematics , polynomial , projection (relational algebra) , associated legendre polynomials , monte carlo method , density estimation , selection (genetic algorithm) , orthographic projection , order (exchange) , orthogonal polynomials , mathematical optimization , computer science , algorithm , classical orthogonal polynomials , mathematical analysis , statistics , artificial intelligence , estimator , geometry , gegenbauer polynomials , finance , economics
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.