On Estimation of a Probability Density Function and Mode

作者：Emanuel Parzen · 发表于：The Annals of Mathematical Statistics · 年份：1962 · DOI：10.1214/aoms/1177704472 · 被引用次数：10646 · 研究领域：Bayesian Methods and Mixture Models、Distributed Sensor Networks and Detection Algorithms、Probability and Risk Models

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)