Local likelihood method: a bridge over parametric and nonparametric regression

DOI10.1080/10485250310001624756zbMath1054.62040MaRDI QIDQ4470139

Byeong U. Park, Shinto Eguchi, Tae Yoon Kim

Publication date: 22 June 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001624756

zbMATH Keywords

Generalized linear model; Local likelihood; Deviance function; Near-nonparametric model; Near-parametric model

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62F10: Point estimation

62J12: Generalized linear models (logistic models)

Related Items

A local maximum likelihood estimator for Poisson regression, Nonlinear regression modeling using regularized local likelihood method, Estimation of Kullback-Leibler divergence by local likelihood, Non-parametric regression for binary dependent variables, Conditional quantile estimation by local logistic regression, Boosting Method for Local Learning in Statistical Pattern Recognition

Uses Software

• KernSmooth

Cites Work

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• Testing the Fit of a Parametric Function
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions