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 data, ...

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We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

Refer to Silverman (1986) or Scott (1992) for an introduction to nonparametric density estimation. PROC MODECLUS uses (hyper)spherical uniform kernels of fixed or variable radius. The density estimate ...

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 ...

A brief description of the methods used by the SYSLIN procedure follows. For more information on these methods, see the references at the end of this chapter. There are two fundamental methods of ...