Bias and bandwidth for local likelihood density estimation

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 likelihood. Boundary effects are also examined.

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Year of publication:	2013
Authors:	Otneim, Håkon ; Karlsen, Hans Arnfinn ; Tjøstheim, Dag
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 5, p. 1382-1387
Publisher:	Elsevier
Subject:	Local likelihood \| Density estimation \| Bandwidth selection

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011039866