Relative Efficiencies of Kernel and Local Likelihood Density Estimators

Peter Hall, Terence Tao

Type: Article

Publication Date: 2002-08-01

Citations: 13

DOI: https://doi.org/10.1111/1467-9868.00349

View Publication

Locations

Journal of the Royal Statistical Society Series B (Statistical Methodology) - View
Journal of the Royal Statistical Society Series B (Statistical Methodology) - View
Journal of the Royal Statistical Society Series B (Statistical Methodology) - View

Similar Works

Action	Title	Year	Authors
+ PDF Chat	Local orthogonal polynomial expansion for density estimation	2017	D.P. Amali Dassanayake Igor Volobouev A. Alexandre Trindade
+	Local Orthogonal Polynomial Expansion for Density Estimation	2015	D. P. Amali Dassanayake Igor Volobouev A. Alexandre Trindade
+	Local Orthogonal Polynomial Expansion for Density Estimation	2015	D.P. Amali Dassanayake Igor Volobouev A. Alexandre Trindade
+ PDF	On Practical Efficiency of Locally Parametric Nonparametric Density Estimation Based on Local Likelihood Function	2003	Kee‐Hoon Kang Jung-Hoon Han
+ PDF	Local likelihood density estimation	1996	Clive Loader
+ PDF	Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions	1995	Jianqing Fan Nancy E. Heckman M. P. Wand
+ PDF	Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions	1995	Jianqing Fan Nancy E. Heckman M. P. Wand
+	Consistency of the local kernel density estimator	1995	Geof H. Givens
+	Likelihood-Based Local Linear Estimation of the Conditional Variance Function	2004	Keming Yu M. C. Jones
+ PDF	Locally parametric nonparametric density estimation	1996	Nils Lid Hjort M. C. Jones
+	Comparative Analysis of Density Estimation Based Kernel Regression	2014	Junying Chen Yulin He
+	lpdensity: Local Polynomial Density Estimation and Inference	2019	Matias D. Cattaneo Michael Jansson Xinwei Ma
+	lpdensity: Local Polynomial Density Estimation and Inference	2019	Matias D. Cattaneo Michael Jansson Xinwei Ma
+ PDF	Boundary Aware Estimators of Integrated Density Derivative Products	1997	Ming‐Yen Cheng
+	Local Polynomial Estimators	2009	P. P. B. Eggermont V. N. LaRiccia
+ PDF	Local Maximum Likelihood Estimation and Inference	1998	Jianqing Fan Mark W. Farmen Irène Gijbels
+ PDF	Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation	1997	David Ruppert
+ PDF	Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation	1997	David Ruppert
+	Estimates of derivatives of (log) densities and related objects	2020	Joris Pinkse Karl Schurter
+	Estimates of derivatives of (log) densities and related objects	2020	Joris Pinkse Karl Schurter

Works That Cite This (7)

Action	Title	Year	Authors
+ PDF	On Practical Efficiency of Locally Parametric Nonparametric Density Estimation Based on Local Likelihood Function	2003	Kee‐Hoon Kang Jung-Hoon Han
+ PDF	Density Estimation	2004	Simon J. Sheather
+ PDF Chat	Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables	2018	Gery Geenens Craig Wang
+	Bias and bandwidth for local likelihood density estimation	2013	Håkon Otneim Hans Arnfinn Karlsen Dag Tjøstheim
+ PDF	Local likelihood density estimation based on smooth truncation	2006	Pedro Delicado
+ PDF Chat	Local orthogonal polynomial expansion for density estimation	2017	D.P. Amali Dassanayake Igor Volobouev A. Alexandre Trindade
+ PDF	Recent developments in maximum likelihood estimation of MTMM models for categorical data	2014	Minjeong Jeon Frank Rijmen

Works Cited by This (28)

Action	Title	Year	Authors
+	Kernels for Nonparametric Curve Estimation	1985	Théo Gasser H-G. MÜller Volker Mammitzsch
+	Harmonic Analysis: Real-variable Methods, Orthogonality, and Oscillatory Integrals	2002	Elias M. Stein Timothy S Murphy
+	None	1997	Ming‐Yen Cheng Peter Hall D. M. Titterington
+	On Pseudodata Methods for Removing Boundary Effects in Kernel Density Estimation	1996	Ann Cowling Peter Hall
+	A SIMPLE NONNEGATIVE BOUNDARY CORRECTION METHOD FOR KERNEL DENSITY ESTIMATION	1996	M. C. Jones Peter Foster
+	Local EM Estimation of the Hazard Function for Interval‐Censored Data	1999	Rebecca A. Betensky Jane C. Lindsey Louise Ryan M. P. Wand
+	Simple boundary correction for kernel density estimation	1993	M. C. Jones
+ PDF	A Class of Local Likelihood Methods and Near-Parametric Asymptotics	1998	Shinto Eguchi J. B. Copas
+ PDF	Local Maximum Likelihood Estimation and Inference	1998	Jianqing Fan Mark W. Farmen Irène Gijbels
+ PDF	Exact Mean Integrated Squared Error	1992	J. S. Marron M. P. Wand