Emanuel Parzen

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Emanuel Parzen
Born (1929-04-21) April 21, 1929 (age 86)
New York City
Died 2016
Nationality American
Fields Mathematician
Institutions Columbia University
Stanford University
SUNY Buffalo
Texas A&M
Alma mater Harvard College
U Cal Berkeley
Doctoral advisor Michel Loève
Doctoral students Randall Eubank
H. Joseph Newton
Grace Wahba
Nils Ylvisaker
Notable awards Samuel S. Wilks Memorial Medal (1994)

Emanuel Parzen (birth April 21, 1929, death February 6, 2016) is an American statistician. He has worked and published on signal detection theory and time series analysis, where he pioneered the use of kernel density estimation (also known as the Parzen window[1] in his honor). Parzen is the recipient of the 1994 Samuel S. Wilks Memorial Medal of the American Statistical Association.[2]


Parzen attended Bronx High School of Science. He then matriculated to Harvard, where he earned his undergraduate degree in mathematics in 1949. From there, he went on to Berkeley, earning his master and doctorate degrees in mathematics in 1951 and 1953, respectively. His dissertation, "On Uniform Convergence of Families of Sequences of Random Variables", was written under Michel Loève.

Parzen went directly into academia after graduate school, first serving as a research scientist in the physics department and assistant professor of mathematical statistics at Columbia University. He left there in 1956 for Stanford University, where he stayed for the next 14 years. During this time, he wrote what has become one of the classical texts in probability theory.[3] In 1970, he accepted the chair of the statistics department at SUNY Buffalo and in 1978 moved to his current post as a Distinguished Professor at Texas A&M University.[2]

His son, Michael Parzen, is a Senior Lecturer of Statistics at Harvard University.



  1. ^ Parzen, E. (1962). "On Estimation of a Probability Density Function and Mode". The Annals of Mathematical Statistics 33 (3): 1065. doi:10.1214/aoms/1177704472. JSTOR 2237880. 
  2. ^ a b c d e Newton, H. Joseph (2002). "A Conversation with Emanuel Parzen". Statistical Science 17 (3): 357. doi:10.1214/ss/1042727944. JSTOR 3182796. 
  3. ^ Parzen, E. (1960) Modern Probability Theory and Its Applications, John Wiley and Sons, New York.

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