Orthogonal Series Distribution Function Estimation, with Applications
Peter M. Hall · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1983
SUMMARY Motivated by applications to the non-parametric estimation of mixture proportions, we develop techniques for multivariate orthogonal series estimation of distribution functions. We approximate the empiric distribution function, rather than the true distribution function. This enables us to use trigonometric series methods to estimate distribution functions with unbounded support.