IMS Fellow Emanuel Parzen, a respected figure in signal detection theory and time series analysis who, with Murray Rosenblatt, introduced the use of kernel density estimation (the so-called “Parzen window”), died February 6, 2016, in Boca Raton, Florida. He was 86.
Manny Parzen, who was born on April 21, 1929, in New York, received the ASA’s 1994 Samuel S. Wilks Memorial Medal for his time series analysis research, in particular his “innovative introduction” of reproducing kernel Hilbert spaces, spectral analysis and spectrum smoothing, as well as for “pioneering contributions” in quantile and density quantile functions and estimation. Manny wrote six highly successful books, including the classic Modern Probability Theory and its Applications. Manny was a Fellow of the IMS, ASA and the AAAS. He received the 2005 Gottfried E. Noether Award, “for a lifetime of outstanding achievements and contributions in the field of nonparametric statistics.”
In a tribute on the Texas A&M University’s website, Dr. Valen E. Johnson, professor and head of Texas A&M Statistics department, said, “Manny Parzen was a pioneer in statistics during its nascent stages of development in the 1960s. He played a central role in the development of the theory of stochastic processes and was a pioneer in the fields of time series and spectral analyses in addition to making important contributions in the area of nonparametric statistics. His textbook Modern Probability Theory and its Applications is a classic text that continues to be widely used as reference in the field today. On a personal level, Manny was extremely engaging and always anxious to discuss new approaches toward statistical inference. The Department of Statistics — and the statistical community in general — has lost one of its giants.”
A full obituary will appear in a future issue.