A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable taking on a specific value.

The problem of estimating a probability density function has only recently begun to receive attention in the literature. Several authors [Rosenblatt (1956), Whittle (1958), Parzen (1962), and Watson ...

The notion of probability density for a random function is not as straight-forward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we ...