On local likelihood density estimation
成果类型：
Article
署名作者：
Park, BU; Kim, WC; Jones, MC
署名单位：
Seoul National University (SNU); Open University - UK
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
2002
页码：
1480-1495
关键词：
摘要：
This paper considers a class of local likelihood methods introduced by Eguchi and Copas. Unified asymptotic results are presented in the usual smoothing context of the bandwidth, h, tending to zero as the sample size tends to infinity. We present our results pointwise in the univariate case, but then go on to extend them to global properties and to indicate how to cope with the multivariate case. Specific members of the class due to Copas, and Hjort and Jones are seen to be members of a subset of the whole class with the same, and best, small h behavior. Further comparisons between members of the class are alluded to based on the complementary large h asymptotic results of Eguchi and Copas.