Local Maximum Likelihood Estimation and Inference
From MaRDI portal
Publication:4214264
DOI10.1111/1467-9868.00142zbMath0909.62036OpenAlexW1984140225MaRDI QIDQ4214264
Mark Farmen, Irène Gijbels, Jianqing Fan
Publication date: 8 April 1999
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://cdr.lib.unc.edu/downloads/ft8491716
confidence intervalsmaximum likelihood estimationbandwidth selectionnon-parametric regressionlogit regression
Related Items
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM, Robust estimation of nonparametric function via addition sequence, Semiparametric quantile regression using family of quantile-based asymmetric densities, Asymptotic confidence intervals for Poisson regression, ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY, Classification of flash crashes using the Hawkes(p,q)framework, A Survey on Time-Varying Copulas: Specification, Simulations, and Application, Localized mixture models for prediction with application, Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables, Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification, Semiparametric random censorship models for survival data with long-term survivors, Regression discontinuity with categorical outcomes, EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION, Robust estimation and inference for general varying coefficient models with missing observations, A new similarity measure for nonlocal filtering in the presence of multiplicative noise, Proportional mean residual life model with varying coefficients for length-biased and right-censored data, Statistical disease mapping for heterogeneous neuroimaging studies, Non-parametric estimation of copula parameters: testing for time-varying correlation, Modeling gap times between recurrent events by marginal rate function, Local likelihood estimation for nonstationary random fields, Semiparametric estimation of conditional copulas, Semiparametric model for recurrent event data with excess zeros and informative censoring, A local maximum likelihood estimator for Poisson regression, Sufficient dimension reduction on marginal regression for gaps of recurrent events, Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates, Estimation of medical costs by copula models with dynamic change of health status, Efficient estimation of a semiparametric dynamic copula model, Uniform properties of the local maximum likelihood estimate, Boosting Method for Local Learning in Statistical Pattern Recognition, Local likelihood estimators in a regression model for stock returns, Semiparametric model for prediction of individual claim loss reserving, Generalized random forests, Prospective mortality tables: taking heterogeneity into account, Estimation in generalised varying-coefficient models with unspecified link functions, Spatial aggregation of local likelihood estimates with applications to classification, Testing the capital asset pricing model with local maximum likelihood methods, Likelihood testing populations modeled by autoregressive process subject to the limit of detection in applications to longitudinal biomedical data, Mixtures of nonparametric autoregressions, Relative Efficiencies of Kernel and Local Likelihood Density Estimators, Propagation-separation approach for local likelihood estimation, Backfitting and local likelihood methods for nonparametric mixed-effects models with longitudinal data, Functional-coefficient regression model and its estimation, Local partial likelihood estimation in proportional hazards regression, Hazard models with varying coefficients for multivariate failure time data, Comparison of presmoothing methods in kernel density estimation under censoring, Adaptive likelihood estimator of conditional variance function, Semiparametric modeling of medical cost data containing zeros, Multiscale local change point detection with applications to value-at-risk, Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression, Semiparametric quantile modelling of hierarchical data, Consistency and asymptotic normality of profile-kernel and backfitting estimators in semiparametric reproductive dispersion nonlinear models, Local quasi-likelihood with a parametric guide, Structural Adaptive Smoothing Procedures, Non-parametric regression for binary dependent variables, Smoothing parameter selection in quasi-likelihood models, Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood, Adaptive estimation for varying coefficient models
