Local likelihood density estimation on random fields
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 methods with dependent observations, in particular with random fields, is inhibited by lack of knowledge about their properties in the case. In the present paper we detail asymptotic properties of the local likelihood density estimators for stationary random fields in the usual smoothing context of the bandwidth, h, tending to zero as the sample size tends to infinity. The asymptotic analysis is substantially more complex than in ordinary kernel density estimation on random fields.
Volume (Year): 68 (2004)
Issue (Month): 4 (July)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Tran, Lanh Tat, 1990. "Kernel density estimation on random fields," Journal of Multivariate Analysis, Elsevier, vol. 34(1), pages 37-53, July.
- Biau, Gérard, 2002. "Optimal asymptotic quadratic errors of density estimators on random fields," Statistics & Probability Letters, Elsevier, vol. 60(3), pages 297-307, December.
- Tran, L. T. & Yakowitz, S., 1993. "Nearest Neighbor Estimators for Random Fields," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 23-46, January.
- Carbon, Michel & Tran, Lanh Tat & Wu, Berlin, 1997. "Kernel density estimation for random fields (density estimation for random fields)," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 115-125, December.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:68:y:2004:i:4:p:347-357. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.