NONPARAMETRIC ESTIMATION OF PROBABILITY DENSITY OF INDEPENDENT RANDOM VARIABLES
The asymptotic properties of the product of nonparametric estimates of the probability density of Rosenblatt-Parzen. On this basis, determined by the influence of a priori knowledge about the independence of random variables on the approximation properties of nonparametric estimation of probability density.
Keywords: probability density, nonparametric estimation, asymptotic properties, independent random variables, a priori information.
