A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

A class of probability density estimates can be obtained by penalizing the likelihood by a functional which depends on the roughness of the logarithm of the density. The limiting case of the estimates ...

Nonparametric estimation of probability density functions, both marginal and joint densities, is a very useful tool in statistics. The kernel method is popular and applicable to dependent data, ...