Local likelihood method: a bridge over parametric and nonparametric regression

DOI10.1080/10485250310001624756MaRDI QIDQ4470139zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 877838 (Why is no real title available?)
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Comparing nonparametric versus parametric regression fits
• Local Likelihood Estimation
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
• Multivariate regression estimation: Local polynomial fitting for time series
• On local likelihood density estimation
• 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

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Uses Software

• KernSmooth

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