On close relations of local likelihood density estimation |
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Authors: | M C Jones |
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Affiliation: | (1) Dept. of Statistics, The Open University, Walton Hall, MK7 6AA Milton Keynes, U.K. |
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Abstract: | Summary Recent papers of Copas (1995), Hjort and Jones (1996) and Loader (1996) have developed closely related methods for “local
likelihood” density estimation. In various places, however, a more “simple-minded” and explicit analogue of local polynomial
fitting in regression has been proposed for density estimation. By introducing the usual kind of binning procedure into Hjor
and Jones' method, it is shown how the more and less sophisticated versions can be reconciled. Also, we attempt to understand
better the role of the attractive subclass of local likelihood methodology proposed by Loader. Finally, we look at a further
subset of methods and make some theoretical comparisons between members of this class. |
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Keywords: | Kernel smoothing Local linear regression Semiparametric density estimation Transformations |
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