hello, I read your article on the blog: http://jpktd.blogspot.com/ about orthogonal series estimation , I would like to ask you if you allow . First, I based on Article Sam Efromovich about "Orthogonal series density estimates" .
he worked with the Fourier series with a compact support assumed [0,1], whose aim is to estimate the probability density function. and it is said in his Article that: "The choice depends Primarily we of the carrier density. In general, When the real line (-∞, ∞) or the half line [0, ∞) are the support, Hermite and Laguerre Then series are recommended; 3,17,23,24 see Refs. If f: has a compact carrier, for instance [0, 1], Then trigonometric (or Fourier) series are recommended. " my question is that if I wanted to draw my probability density function on a support [-2, -2] (because my data focus on -1 or 1) .What should I do? is that these results are necessarily just to support [0,1] for fourier series ? Cordially
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