Local likelihood density estimation

DOI10.1214/aos/1032298287zbMath0867.62034OpenAlexW1995514448MaRDI QIDQ1354391

Clive R. 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

smoothingdensity estimationlocal polynomialslocal likelihood methodnon-Gaussian regression modelstails of densities

Mathematics Subject Classification ID

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

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