He worked and published on signal detection theory and time series analysis, where he pioneered the use of kernel density estimation (also known as the Parzen window[1] in his honor).
Parzen was the recipient of the 1994 Samuel S. Wilks Memorial Medal of the American Statistical Association.
His dissertation, "On Uniform Convergence of Families of Sequences of Random Variables", was written under Michel Loève.
Parzen went directly into academia after graduate school, first serving as a research scientist in the physics department and assistant professor of mathematical statistics at Columbia University.
[3] In 1970, he accepted the chair of the statistics department at SUNY Buffalo and in 1978 moved to his last post as a Distinguished Professor at Texas A&M University.