García-Jurado, Ignacio; Méndez-Naya, Luciano; … - In: Mathematical Methods of Operations Research 59 (2004) 3, pp. 349-357
In this note we show that the mathematical tools of cooperative game theory allow a successful approach to the statistical problem of estimating a density function. Specifically, any random sample of an absolutely continuous random variable determines a transferable utility game, the Shapley...