García Jurado, IgnacioMéndez Naya, LucianoSánchez Sellero, César2025-01-142025-01-142004-01-01García-Jurado, I., Méndez-Naya, L. & Sánchez-Sellero, C. Density estimation using game theory. Math Meth Oper Res 59, 349–357 (2004). https://doi.org/10.1007/s001860400349https://hdl.handle.net/10347/38560This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: https://doi.org/10.1007/s001860400349In 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 value of which proves to be an estimator of the density function of binned kernel and WARPing types, with good computational and statistical properties.engAttribution-NonCommercial-NoDerivatives 4.0 Internationalhttp://creativecommons.org/licenses/by-nc-nd/4.0/Cooperative GamesDensity EstimationShapley Valuejournal article10.1007/s001860400349open access