On Estimation of a Probability Density Function and Mode

1962/09/01 by Emanuel Parzen · 203 citations
Computer Science · Decision Sciences · #Bayesian Methods and Mixture Models #Distributed Sensor Networks and Detection Algorithms #Probability and Risk Models

paper · pdf · doi:10.1214/aoms/1177704472

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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