Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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On Copas′ Local Likelihood Density Estimator

  • Kim, W.C. (Department of Statistics, Seoul National University) ;
  • Park, B.U. (Department of Statistics, Seoul National University) ;
  • Kim, Y.G. (Department of Mathematics, Humboldt State University)
  • Published : 2001.03.01
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Abstract

Some asymptotic results on the local likelihood density estimator of Copas(1995) are derived when the locally parametric model has several parameters. It turns out that it has the same asymptotic mean squared error as that of Hjort and Jones(1996).

Keywords

References

  1. Jpurnal of Rayal Statistical Society v.57 Local Likelihood based on kernel censoring Copas, J. B.
  2. Journal of Royal Statistical Society v.60 A class of local likelihood methods and near-parametric asymptotics Eguchi, S.;Copas, J. B.
  3. The Annals of Statistics v.24 Locally parametric nonparametric density estimation Hjort, N. L.;Jones, M. C.
  4. The Annals of Statistics v.24 Local likelihood density estimation loader, C. R.