Relative Efficiencies of Kernel and Local Likelihood Density Estimators

DOI10.1111/1467-9868.00349MaRDI QIDQ4665898zbMATH OpenOpenAlexFDO

Authors Terence Tao, Peter Hall

Publication date 11 April 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00349

zbMATH Keywords

bandwidthcurve estimationglobal performancehigh order methodsintegrated squared biaslocal linear estimatorlog-polynomialmean-squared error

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• A Comparison of Higher-Order Bias Kernel Density Estimators
• An Improved Estimator of the Density Function at the Boundary
• Exact mean integrated squared error
• Finite-Sample Variance of Local Polynomials: Analysis and Solutions
• High-derivative parametric enhancements of nonparametric curve estimators
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• Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
• Local EM Estimation of the Hazard Function for Interval‐Censored Data
• Local Likelihood Analysis of Survival Data With Censored Intermediate Events
• Local likelihood density estimation
• Local Maximum Likelihood Estimation and Inference
• Locally parametric nonparametric density estimation
• Nonparametric density estimation of a stationary mixing process
• Normalité asymptotique de l'estimateur par polynômes locaux de la densité et ses dérivées pour des processus réels et mélangeants
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation
• Transformation- based density estimation For weighted distributions

Cited in

(7)

• Density estimation
• Adaptive likelihood estimator of conditional variance function
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
• Asymptotics of kernel estimators based on local maximum likelihood
• Bias and bandwidth for local likelihood density estimation
• Local orthogonal polynomial expansion for density estimation
• Practical performance of local likelihood for circular density estimation

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