The problem considered here is the estimation of the probability density function f (x1, ⋯, xp) at a point z = (z1, ⋯, zp) where f is positive and continuous. An estimator is proposed and consistency ...

A non-Bayesian derivation of the predictive estimate of a multivariate normal density function is given. The estimate is obtained as best invariant estimate in terms of a goodness-of-fit criterion ...

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 ...

A new scheme for improving an approximation method of a probability density function is developed. The authors achieve the improvement of an approximation, whatever the starting approximate density.

Probability density function is a statistical expression defining the likelihood of a series of outcomes for a continuous variable, such as a stock or ETF return.