Skewing methods for two-parameter locally parametric density estimation

DOI10.2307/3318637zbMath0944.62035OpenAlexW1991525787MaRDI QIDQ1975195

Edwin Choi, Ming-Yen Cheng, Jianqing Fan, Hall, Peter

Publication date: 9 April 2000

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/faab0f200af6b29dda7ea3c19f19fb0fa0e2f8c4

zbMATH Keywords

bias reductionkernel methodsweighted least squareslocal likelihoodscore functionlocal linear methodslocal least squaresskewing

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (6)

Skewing methods for variance-stabilizing local linear regression estimation ⋮ Reducing the mean squared error in kernel density estimation ⋮ A bias reducing technique in kernel distribution function estimation ⋮ A doubly robustified estimating function for ARCH time series models ⋮ On nonparametric local inference for density estimation ⋮ Skewing and Generalized Jackknifing in Kernel Density Estimation

This page was built for publication: Skewing methods for two-parameter locally parametric density estimation