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probability density estimation using orthogonal/orthonormal series

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poulo...@gmail.com

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Dec 27, 2009, 12:24:35 AM12/27/09
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Dear all,

In some of the papers I obsrve that probability density estimation
using orthonormal series performs much better than kernel density
estimation. Does anybody have MATLAB code for fitting pdf and cdf of
data using orthonormal series method? Will be a great help for me.

Thanks in advance.
-PG

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