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A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable taking on a specific value.
Asymptotic properties of estimates of a probability density function and its derivatives which use the kernel-method are studied. Some results on the rate of convergence of these estimates are ...
D. O. Loftsgaarden, C. P. Quesenberry, A Nonparametric Estimate of a Multivariate Density Function, The Annals of Mathematical Statistics, Vol. 36, No. 3 (Jun., 1965 ...
The course covers the probability, distribution theory and statistical inference needed for advanced courses in statistics and econometrics. Michaelmas term: Probability.