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On Estimation of a Probability Density Function and Mode

1962/09/01 by Emanuel Parzen · 10,544 citations
Computer Science · Decision Sciences · Mathematics · #Applied mathematics #Bayesian Methods and Mixture Models #Computer science #Density estimation #Distributed Sensor Networks and Detection Algorithms #Econometrics #Economics #Estimation #Estimator #Mathematics #Mode (computer interface) #Probability and Risk Models #Probability density function #Statistics

paper · pdf · doi:10.1214/aoms/1177704472

published in The Annals of Mathematical Statistics 33(3), 1065-1076 (Institute of Mathematical Statistics)

openalex publication_date 1962/09/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/03

Abstract

Given a sequence of independent identically distributed random variables with a common probability density function, the problem of the estimation of a probability density function and of determining the mode of a probability function are discussed. Only estimates which are consistent and asymptotically normal are constructed. (Author)

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