Test

, Volume 5, Issue 2, pp 345–356

On close relations of local likelihood density estimation

  • M. C. Jones
Article

DOI: 10.1007/BF02562622

Cite this article as:
Jones, M.C. Test (1996) 5: 345. doi:10.1007/BF02562622

Summary

Recent papers of Copas (1995), Hjort and Jones (1996) and Loader (1996) have developed closely related methods for “local likelihood” density estimation. In various places, however, a more “simple-minded” and explicit analogue of local polynomial fitting in regression has been proposed for density estimation. By introducing the usual kind of binning procedure into Hjor and Jones' method, it is shown how the more and less sophisticated versions can be reconciled. Also, we attempt to understand better the role of the attractive subclass of local likelihood methodology proposed by Loader. Finally, we look at a further subset of methods and make some theoretical comparisons between members of this class.

Keywords

Kernel smoothing Local linear regression Semiparametric density estimation Transformations 

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Copyright information

© SEIO 1996

Authors and Affiliations

  • M. C. Jones
    • 1
  1. 1.Dept. of StatisticsThe Open University, Walton HallMilton KeynesU.K.

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