P. Whittle, On the Smoothing of Probability Density Functions, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 20, No. 2 (1958), pp. 334-343 ...

Technical Terms Kernel Density Estimation (KDE): A nonparametric technique that estimates the probability density function by averaging over localised kernel functions centred at data points.

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.

The optimum choice of weighting function for smoothing sample density functions is discussed in the cases: (i) probability densities; (ii) spectral densities.

By an isometric transformation of density functions, the constrained nature of density functions is explicitly taken into account. Then, we introduce a regression model where the income distribution ...

The course covers the probability and distribution theory needed for third year courses in statistics and econometrics.: Events and their probabilities. Random variables. Discrete and continuous ...

The course covers the probability and distribution theory needed for advanced courses in statistics and econometrics.: Topics covered: Probability. Conditional probability and independence. Random ...