Relative Efficiencies of Kernel and Local Likelihood Density Estimators

DOI10.1111/1467-9868.00349zbMath1073.62031OpenAlexW2166666687MaRDI QIDQ4665898

Hall, Peter, Terence C. Tao

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00349

zbMATH Keywords

bandwidthlocal linear estimatorcurve estimationmean-squared errorhigh order methodsintegrated squared biasglobal performancelog-polynomial

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items

Bias and bandwidth for local likelihood density estimation, Density estimation, Adaptive likelihood estimator of conditional variance function, Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables

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