Hideaki Kawai, João Teixeira, Probability Density Functions of Liquid Water Path and Cloud Amount of Marine Boundary Layer Clouds, Journal of Climate, Vol. 23, No. 8 (15 April 2010), pp. 2079-2092 ...

Kernel Density Estimation (KDE): A nonparametric method to estimate the probability density function of a random variable by averaging over locally weighted contributions of each data point.

Nonparametric estimation of probability density functions, both marginal and joint densities, is a very useful tool in statistics. The kernel method is popular and applicable to dependent data, ...

A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices Author/Editor: Kevin C Cheng Publication Date: August 1, 2010 Electronic Access: Free Download.