Local likelihood density estimation based on smooth truncation

• 成果类型: Article
• 署名作者: Delicado, Pedro
• 署名单位: Universitat Politecnica de Catalunya
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/93.2.472
• 发表日期: 2006
• 页码: 472480
• 关键词: Kernel

摘要

Two existing density estimators based on local likelihood have properties that are comparable to those of local likelihood regression but they are much less used than their counterparts in regression. We consider truncation as a natural way of localising parametric density estimation. Based on this idea, a third local likelihood density estimator is introduced. Our main result establishes that the three estimators coincide when a free multiplicative constant is used as an extra local parameter.