A Class of Local Likelihood Methods and Near-Parametric Asymptotics

DOI10.1111/1467-9868.00150MaRDI QIDQ4214252zbMATH OpenOpenAlexFDO

Authors Shinto Eguchi, John Copas

Publication date 18 April 1999

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00150

zbMATH Keywords

density estimationsemiparametric inferenceoptimal bandwidthlocal likelihoodrelative entropy risk

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Local likelihood method: a bridge over parametric and nonparametric regression
• On local likelihood density estimation
• Local likelihood density estimation

Cited in

(39)

• Variance Reduction in Multiparameter Likelihood Models
• On local likelihood density estimation
• Non-parametric regression for binary dependent variables
• Parametrically assisted nonparametric estimation of a density in the deconvolution problem
• Circular local likelihood
• Parametrically guided nonparametric density and hazard estimation with censored data
• Local likelihood method: a bridge over parametric and nonparametric regression
• Estimation of Kullback-Leibler divergence by local likelihood
• On local likelihood density estimation when the bandwidth is large
• Adaptive variable location kernel density estimators with good performance at boundaries
• Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
• Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
• Locally robust methods and near-parametric asymptotics
• Weighted empirical likelihood inference for multiple samples
• Data fusion using weighted likelihood
• Entropy and divergence associated with power function and the statistical application
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
• The weighted likelihood
• Spatial aggregation of local likelihood estimates with applications to classification
• Uniform properties of the local maximum likelihood estimate
• Approximating bayesian inference by weighted likelihood
• scientific article; zbMATH DE number 720684 (Why is no real title available?)
• Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics
• Boosting Method for Local Learning in Statistical Pattern Recognition
• Local likelihood density estimation on random fields
• Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator
• Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
• Asymptotic properties of maximum weighted likelihood estimators.
• Selecting likelihood weights by cross-validation
• On close relations of local likelihood density estimation
• Semiparametric density estimation by local \(L_ 2\)-fitting.
• Nonlinear regression modeling using regularized local likelihood method
• Local linear density estimation for filtered survival data, with bias correction
• Regression using localised functional Bregman divergence
• Relative Efficiencies of Kernel and Local Likelihood Density Estimators
• Bias and bandwidth for local likelihood density estimation
• Information and Posterior Probability Criteria for Model Selection in Local Likelihood Estimation
• Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation
• Local Gaussian correlation: a new measure of dependence

This page was built for publication: A Class of Local Likelihood Methods and Near-Parametric Asymptotics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4214252)