A class of nonparametric estimators off(x)based on a set ofnobservations has been proved by Parzen [l] to be consistent and asymptotically normal subject to certain conditions. Although quite useful for a wide variety of practical problems, these estimators have two serious disadvantages whennis large:1.Allnobservations must be stored in rapid-access storage.2.Evaluation off(x)for a particular value ofxrequires a long computation involving each of the observations.