The Selection of Terms in an Orthogonal Series Density Estimator
研究发现Kronmal和Tarter的正交级数密度估计项选择规则在密度函数傅里叶系数非单调时表现不佳甚至不一致，并提出了改进方法。
Abstract We show that Kronmal and Tarter's well-known rule for selecting the terms in an orthogonal series density estimator can lead to poor performance and even inconsistency in certain cases. These difficulties arise when the underlying density has a nonmonotone sequence of Fourier coefficients, as is likely to be the case with sharply peaked or multimodal distributions. We suggest a way of overcoming these shortcomings.