Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed ...

The problem of estimating a probability density function has only recently begun to receive attention in the literature. Several authors [Rosenblatt (1956), Whittle (1958), Parzen (1962), and Watson ...

Kernel Density Estimation (KDE): A nonparametric method to estimate the probability density function of a random variable by averaging over locally weighted contributions of each data point.

Continuity or discontinuity of probability density functions of data often plays a fundamental role in empirical economic analysis. For example, for identification and inference of causal effects in ...