On the Modified Likelihood for Density Estimation.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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It is shown that some recent results of Wong 1983 concerning his version of the modified likelihood criterion for smoothing parameter selection in kernel density estimation can be very misleading, because the wrong mode of convergence is established. An example is given to demonstrate that the results are false when a more reasonable mode of convergence is used. Slightly stronger conditions are added and valid proofs for the correct version of these results are indicated.
- Numerical Mathematics