Local Polynomial Estimation in Multiparameter Likelihood Models
多参数似然模型中的局部多项式估计
The nonparametric regression technique of local polynomial fitting is extended to multiparameter likelihood models. Some well-known appealing features of local polynomial smoothers, such as the behavior at the boundary, are shown to carry over to the multiparameter case. Asymptotic consistency and normality of the resulting estimators are derived under suitable regularity conditions. This work is motivated by the need for a nonparametric alternative to parametric…