Local likelihood density estimation

DOI10.1214/AOS/1032298287MaRDI QIDQ1354391zbMATH OpenOpenAlexFDO

Authors Catherine Loader

Publication date 3 August 1997

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1032298287

zbMATH Keywords

density estimationlocal likelihood methodlocal polynomialsnon-Gaussian regression modelssmoothingtails of densities

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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• The Kernel Estimate of a Regression Function in Likelihood-Based Models

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• The locally Gaussian density estimator for multivariate data
• Cointegrated linear processes in Bayes Hilbert space
• On local likelihood density estimation
• Local likelihood density estimation on random fields
• Bandwidth choice for local polynomial estimation of smooth boundaries
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• KyPlot as a tool for graphical data analysis
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
• Non-parametric regression for binary dependent variables
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• Model-Based Clustering of Nonparametric Weighted Networks With Application to Water Pollution Analysis
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