Local likelihood method: a bridge over parametric and nonparametric regression

DOI10.1080/10485250310001624756zbMATH Open1054.62040OpenAlexW2078030658MaRDI QIDQ4470139FDOQ4470139

Authors: Shinto Eguchi, Tae Yoon Kim, 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

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zbMATH Keywords

Generalized linear modelLocal likelihoodDeviance functionNear-nonparametric modelNear-parametric model

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Comparing nonparametric versus parametric regression fits
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• On local likelihood density estimation
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• Local Likelihood Estimation
• Multivariate regression estimation: Local polynomial fitting for time series
• Title not available (Why is that?)
• Testing lack of fit in multiple regression
• Testing the Fit of a Parametric Function

Cited In (9)

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

Uses Software

• KernSmooth

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