Implementing semiparametric density estimation

A semiparametric estimate of a density may be formed via the convex combination of a parametric and a nonparametric density estimate. It is shown that the some trimming is often necessary to obtain an appropriate proportion of these estimates.

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Year of publication:	1990
Authors:	Faraway, Julian
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 2, p. 141-143
Publisher:	Elsevier
Keywords:	Nonparametric density estimation bandwidth selection trimming

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

Persistent link: https://www.econbiz.de/10005223290