Semiparametric density estimation by local L_2-fitting

Preprint, Other literature type English OPEN
Naito, Kanta;
(2004)
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Related identifiers: doi: 10.1214/009053604000000319
  • Subject: Mathematics - Statistics Theory | local fitting | 62G07 | kernel | parametric model | semiparametic | 62G20 | Adjustment | density estimation | 62G07 (Primary) 62G20 (Secondary)

This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The nonparametric factor is derived by a... View more
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