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

bandwidthlocal linear estimatorcurve estimationhigh order methodsmean-squared errorintegrated squared biasglobal performancelog-polynomial

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

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• High-derivative parametric enhancements of nonparametric curve estimators
• 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 Maximum Likelihood Estimation and Inference
• Local likelihood density estimation
• Locally parametric nonparametric density estimation
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• 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)

• Practical performance of local likelihood for circular density estimation
• Density estimation
• 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
• Adaptive likelihood estimator of conditional variance function
• Local orthogonal polynomial expansion for density estimation

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