Density estimation is a fundamental component in statistical analysis, aiming to infer the probability distribution of a random variable from a finite sample without imposing restrictive parametric ...

直方图密度函数在密度函数估计中存在不连续性问题，即密度值在相邻区间边界处发生突变。为获得随机变量的连续密度函数估计，核密度估计(Kernel Density Estimation, KDE)提供了有效的解决方案。 核函数 核函数本质上是密度估计中用于平滑处理的概率密度函数 ...

In this paper we propose a novel approach to obtain the predictive density of global GDP growth. It hinges upon a bottom-up probabilistic model that estimates and combines single countries’ predictive ...