Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Kernel density estimation (KDE) and nonparametric methods form a cornerstone of contemporary statistical analysis. Unlike parametric approaches that assume a specific functional form for the ...

Estimation of the integral of the square of a derivative of the probability density function is considered. The estimators we propose and their properties are a function of the amount of smoothness ...

We study nonparametric maximum likelihood estimation of a log-concave probability density and its distribution and hazard function. Some general properties of these estimators are derived from two ...