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 simple transformations ...

A non-Bayesian derivation of the predictive estimate of a multivariate normal density function is given. The estimate is obtained as best invariant estimate in terms of a goodness-of-fit criterion ...

A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

In many experimental observation systems where the goal is to record a three-dimensional observation of an object, or a set of objects, a lower-dimensional projection of the intended subject is ...

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...