Asymptotics of kernel estimators based on local maximum likelihood

DOI10.1080/10485259408832602MaRDI QIDQ3432397zbMATH OpenOpenAlexFDO

Authors Peng-Liang Zhao

Publication date 16 April 2007

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

Full work available at URL https://doi.org/10.1080/10485259408832602

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic properties of kernel estimators based on local medians
• Finding extrema and zeros in nonparametric regression when the data contains outliers
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
• Local Likelihood Estimation
• Optimal global rates of convergence for nonparametric regression
• Strong uniform consistency rates for estimators of conditional functionals
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• Uniform consistency of a class of regression function estimators
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(13)

• Consistency and asymptotic normality of profile-kernel and backfitting estimators in semiparametric reproductive dispersion nonlinear models
• Asymptotic properties of kernel estimators based on local medians
• Rates of convergence in the asymptotic normality for some local maximum estimators
• Bootstrap confidence bands for regression curves and their derivatives
• Sufficient dimension reduction on marginal regression for gaps of recurrent events
• Symmetric maximum kernel likelihood estimation
• Uniform properties of the local maximum likelihood estimate
• A kernel regression model for panel count data with time-varying coefficients
• Semiparametric random censorship models for survival data with long-term survivors
• Asymptotic theory for local estimators based on Bregman divergence
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• Asymptotically optimal estimators of general regression functionals
• Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator.

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