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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 ...
This is a preview. Log in through your library . Publisher Information The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and ...
This is a preview. Log in through your library . Abstract The notion of probability density for a random function is not as straight-forward as in finite-dimensional cases. While a probability density ...
Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
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