Local likelihood method: a bridge over parametric and nonparametric regression

DOI10.1080/10485250310001624756zbMath1054.62040OpenAlexW2078030658MaRDI QIDQ4470139

Tae Yoon Kim, Shinto Eguchi, Byeong U. Park

Publication date: 22 June 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001624756

zbMATH Keywords

Generalized linear modelLocal likelihoodDeviance functionNear-nonparametric modelNear-parametric model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (8)

A local maximum likelihood estimator for Poisson regression ⋮ Boosting Method for Local Learning in Statistical Pattern Recognition ⋮ Nonlinear regression modeling using regularized local likelihood method ⋮ Estimation of Kullback-Leibler divergence by local likelihood ⋮ Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator ⋮ Regression using localised functional Bregman divergence ⋮ Non-parametric regression for binary dependent variables ⋮ Conditional quantile estimation by local logistic regression

Uses Software

• KernSmooth

Cites Work

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• Comparing nonparametric versus parametric regression fits
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• Multivariate regression estimation: Local polynomial fitting for time series
• On local likelihood density estimation
• Local Likelihood Estimation
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Testing lack of fit in multiple regression
• Testing the Fit of a Parametric Function
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

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