On local likelihood density estimation when the bandwidth is large

DOI10.1016/J.JSPI.2004.08.019MaRDI QIDQ2581650zbMATH OpenOpenAlexFDO

Authors Byeong U. Park, Young Kyung Lee, Tae Yoon Kim, Cheolyong Park, Shinto Eguchi

Publication date 10 January 2006

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.08.019

zbMATH Keywords

BandwidthDensity estimationKernel functionLocal likelihood

Mathematics Subject Classification ID

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

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Cites work

• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Facts about the gaussian probability density function
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 4058622 (Why is no real title available?)
• scientific article; zbMATH DE number 720684 (Why is no real title available?)
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• On local likelihood density estimation

Cited in

(7)

• Locally robust methods and near-parametric asymptotics
• On local likelihood density estimation
• Estimation of Kullback-Leibler divergence by local likelihood
• Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
• Bias and bandwidth for local likelihood density estimation
• Local likelihood method: a bridge over parametric and nonparametric regression

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