基于核删失的局部似然

Local Likelihood Based on Kernel Censoring

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1995
被引 50
ABS 4

中文导读

借鉴删失数据似然的思想,提出一种局部似然函数,对样本空间中靠近感兴趣区域的观测赋予更高权重,用于评估参数模型的局部偏离和半参数密度估计。

Abstract

SUMMARY By drawing an analogy with likelihood for censored data, a local likelihood function is proposed which gives more weight to observations near a region of interest in the sample space. Resulting methods can be used for assessing local departures from a parametric model, and for semiparametric density estimation. Some theory, and three examples, is given.

计量经济学非参数统计半参数密度估计核方法