We consider the problem of minimizing a given $n$-variate polynomial $f$ over the hypercube $[-1,1]^n$. An idea introduced by Lasserre, is to find a probability distribution on $[-1,1]^n$ with polynomial density function $h$ (of given degree $r$) that minimizes the expectation $\int_{[-1,1]^n} f(x)h(x)d\mu(x)$, where $d\mu(x)$ is a fixed, finite Borel measure supported on $[-1,1]^n$. It is known that, for the Lebesgue measure $d\mu(x) = dx$, one may show an error bound $O(1/\sqrt{r})$ if $h$ is a sum-of-squares density, and an $O(1/r)$ error bound if $h$ is the density of a beta distribution. In this paper, we show an error bound of $O(1/r^2)$, if $d\mu(x) = \left( \prod_{i=1}^n \sqrt{1-x_i^2} \right)^{-1}$ (the well-known measure in the study of orthogonal polynomials), and $h$ has a Schmudgen-type representation with respect to $[-1,1]^n$, which is a more general condition than a sum of squares. The convergence rate analysis relies on the theory of polynomial kernels and, in particular, on Jackson kerne...