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 ...
Bayesian predictive density estimation represents a cornerstone of modern statistical inference by integrating prior knowledge with observed data to produce a predictive distribution for future ...
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 ...