Kernel density estimation via the Parzen-Rosenblatt window method

The Parzen-window method (also known as Parzen-Rosenblatt window method) is a widely used non-parametric approach to estimate a probability density function *p(**x**)* for a specific point *p(**x**)* from a sample *p(**x**_n)* that doesn’t require any knowledge or assumption about the underlying distribution.