Semiparametric density estimation by local \(L_ 2\)-fitting.

DOI10.1214/009053604000000319zbMath1091.62023arXivmath/0406522OpenAlexW2057394200MaRDI QIDQ1879933

Kanta Naito

Publication date: 15 September 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406522

zbMATH Keywords

kernellocal fittingparametric modeldensity estimationadjustment

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Point estimation (62F10)

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Uses Software

• KernSmooth

Cites Work

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• Estimation of integrated squared density derivatives
• Exact mean integrated squared error
• Locally parametric nonparametric density estimation
• Nonparametric density estimation with a parametric start
• Smoothing methods in statistics
• Approximation Theorems of Mathematical Statistics
• Recent Developments in Nonparametric Density Estimation
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• A Comparison of Higher-Order Bias Kernel Density Estimators
• A simple bias reduction method for density estimation

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