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Implementing semiparametric density estimation

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  • Faraway, Julian

Abstract

A semiparametric estimate of a density may be formed via the convex combination of a parametric and a nonparametric density estimate. It is shown that the some trimming is often necessary to obtain an appropriate proportion of these estimates.

Suggested Citation

  • Faraway, Julian, 1990. "Implementing semiparametric density estimation," Statistics & Probability Letters, Elsevier, vol. 10(2), pages 141-143, July.
    • Handle: RePEc:eee:stapro:v:10:y:1990:i:2:p:141-143
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    Cited by:

    1. Gildas Mazo & François Portier, 2021. "Parametric versus nonparametric: The fitness coefficient," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1344-1383, December.

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