Local Likelihood Based on Kernel Censoring
| Autor: | J. B. Copas |
|---|---|
| Rok vydání: | 1995 |
| Předmět: |
Statistics and Probability
010102 general mathematics Density estimation 01 natural sciences Censoring (statistics) Statistics::Computation Semiparametric model 010104 statistics & probability Kernel method Kernel (statistics) Parametric model Statistics Sample space Econometrics Statistics::Methodology 0101 mathematics Likelihood function Mathematics |
| Zdroj: | Journal of the Royal Statistical Society: Series B (Methodological). 57:221-235 |
| ISSN: | 0035-9246 |
| DOI: | 10.1111/j.2517-6161.1995.tb02026.x |
| Popis: | 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 |
| Databáze: | OpenAIRE |
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