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 ...

Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...

Our eLibrary offers over 25,000 IMF publications in multiple formats. Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with ...