Locally parametric nonparametric density estimation

DOI10.1214/aos/1032298288zbMath0867.62030OpenAlexW2004945083MaRDI QIDQ1354395

Publication date: 5 May 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1032298288

zbMATH Keywords

bias reduction bandwidth kernel smoothing semiparametric estimation density estimation local likelihood parameter smoothing local kernel-smoothed likelihood function local modelling nonparametrically smoothing parametric class

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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With comments and a rejoinder by the authors

Uses Software

KernSmooth

Cites Work