Some New Estimates of Distribution Functions
Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 3, pp. 550-554

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In the paper an approximation $F_n(x)$ to the distribution function $F(x)$ which makes use of a sample of size $n$ is constructed on the basis of Parzen's work [1]. Some of its properties are studied when $n\to\infty$.
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     author = {E. A. Nadaraya},
     title = {Some {New} {Estimates} of {Distribution} {Functions}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     volume = {9},
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     year = {1964},
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E. A. Nadaraya. Some New Estimates of Distribution Functions. Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 3, pp. 550-554. http://geodesic.mathdoc.fr/item/TVP_1964_9_3_a14/