PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Local likelihood density estimation based on smooth truncation
Pedro Delicado
Biometrika Volume 93, Number 2, pp. 472-480, 2006. ISSN 0006-3444


Two existing density estimators based on local likelihood have properties that are comparable to those of local likelihood regression but they are much less used than their counterparts in regression. We consider truncation as a natural way of localising parametric density estimation. Based on this idea, a third local likelihood density estimator is introduced. Our main result establishes that the three estimators coincide when a free multiplicative constant is used as an extra local parameter.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
ID Code:1924
Deposited By:Pedro Delicado
Deposited On:27 November 2006