Semiparametric density estimation by local L2-fitting
基于局部 L2 拟合的半参数密度估计
This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The nonparametric factor is derived by a criterion called local L2-fitting. A class of estimators that have multiplicative adjustment is provided, including estimators proposed by several authors as special cases, and the asymptotic theories are…