Density estimation is a fundamental component in statistical analysis, aiming to infer the probability distribution of a random variable from a finite sample without imposing restrictive parametric ...
We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...
We consider the Parzen-Rosenblatt kernel density estimate on Rd with data-dependent smoothing factor. Sufficient conditions on the asymptotic behavior of the smoothing factor are given under which the ...