MKLE-package {MKLE} | R Documentation |
Maximum kernel likelihood estimation
Description
Computes the maximum kernel likelihood estimator using fast fourier transforms.
Details
Package: | MKLE |
Type: | Package |
Version: | 1.01 |
Date: | 2023-08-21 |
License: | GPL |
The maximum kernel likelihood estimator is defined to be the value that maximizes the estimated kernel likelihood based on the general location model,
This model assumes that the mean associated with $f_0$ is zero which of course implies that the mean of
is
. The kernel likelihood is the estimated likelihood based on the above model using a kernel density estimate,
, and is defined as
The resulting estimator therefore is an estimator of the mean of .
Author(s)
Thomas Jaki
Maintainer: Thomas Jaki <jaki.thomas@gmail.com>
References
Jaki T., West R. W. (2008) Maximum kernel likelihood estimation. Journal of Computational and Graphical Statistics Vol. 17(No 4), 976-993.
Silverman, B. W. (1986), Density Estimation for Statistics and Data Analysis, Chapman & Hall, 2nd ed.
Examples
data(state)
mkle(state$CRIME)