Lee, Y. K.; Choi, H.; Park, B. U.; Yu, K. S. - In: Statistics & Probability Letters 68 (2004) 4, pp. 347-357
Local likelihood methods hold considerable promise in density estimation. They offer unmatched flexibility and adaptivity as the resulting density estimators inherit both of the best properties of nonparametric approaches and parametric inference. However, the adoption of local likelihood...