Traditional density and quantile estimators are often inconsistent with each other. Their simultaneous usage may lead to inconsistent results. To address this issue, we propose a novel smooth density estimator that is naturally consistent with the Harrell-Davis quantile estimator. We also provide a jittering implementation to support discrete-continuous mixture distributions.

翻译：传统密度估计与分位数估计往往相互不一致，二者同时使用可能导致矛盾的结果。为解决此问题，本文提出一种新型平滑密度估计器，该估计器与Harrell-Davis分位数估计器天然保持一致。我们还提供了一种抖动实现方案以支持离散-连续混合分布。