Otneim, Håkon; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Statistics & Probability Letters 83 (2013) 5, pp. 1382-1387
A local likelihood density estimator is shown to have asymptotic bias depending on the dimension of the local parameterization. Comparing with kernel estimation it is demonstrated using a variety of bandwidths that we may obtain as good and potentially even better estimates using local...