Remarks on Some Nonparametric Estimates of a Density Function
Probably, one of the first appearance of the KDE concept.
Reference
Murray Rosenblatt “Remarks on Some Nonparametric Estimates of a Density Function” (1956) DOI: 10.1214/aoms/1177728190
@Article{rosenblatt1956,
title = {Remarks on Some Nonparametric Estimates of a Density Function},
volume = {27},
issn = {0003-4851},
url = {http://dx.doi.org/10.1214/aoms/1177728190},
doi = {10.1214/aoms/1177728190},
number = {3},
journal = {The Annals of Mathematical Statistics},
publisher = {Institute of Mathematical Statistics},
author = {Rosenblatt, Murray},
year = {1956},
month = {sep},
pages = {832–837}
}