On local likelihood density estimation

DOI10.1214/aos/1035844984zbMath1015.62032OpenAlexW1971987748MaRDI QIDQ1873602

Yanyan Li

Publication date: 7 August 2003

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

Full work available at URL: https://doi.org/10.1214/aos/1035844984

zbMATH Keywords

kernel smoothingsemiparametric inferencesemiparametric density estimationlocally parametric density estimationsmall bandwidth asymptotics

Mathematics Subject Classification ID

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

Related Items (11)

Local likelihood density estimation on random fields ⋮ Bandwidth choice for local polynomial estimation of smooth boundaries ⋮ Bias and bandwidth for local likelihood density estimation ⋮ Self-consistent density estimation in the presence of errors-in-variables ⋮ Probit transformation for kernel density estimation on the unit interval ⋮ Estimation of Kullback-Leibler divergence by local likelihood ⋮ Adaptive variable location kernel density estimators with good performance at boundaries ⋮ Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables ⋮ Local likelihood method: a bridge over parametric and nonparametric regression ⋮ Non-parametric regression for binary dependent variables ⋮ On local likelihood density estimation when the bandwidth is large

Cites Work

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• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• Multivariate locally weighted least squares regression
• A Brief Survey of Bandwidth Selection for Density Estimation
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics

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