QQ客服 官方微博 反馈留言

	Estimation in semiparametric models with missing data
	Chen, Song Xi ; Van Keilegom, Ingrid
	2013
关键词	Copulas Imputation Kernel smoothing Missing at random Nuisance function Partially linear model Semiparametric model Single-index model PARTIALLY LINEAR-MODELS SINGLE-INDEX MODELS REGRESSION COEFFICIENTS LIKELIHOOD RESPONSES
英文摘要	This paper considers the problem of parameter estimation in a general class of semiparametric models when observations are subject to missingness at random. The semiparametric models allow for estimating functions that are non-smooth with respect to the parameter. We propose a nonparametric imputation method for the missing values, which then leads to imputed estimating equations for the finite dimensional parameter of interest. The asymptotic normality of the parameter estimator is proved in a general setting, and is investigated in detail for a number of specific semiparametric models. Finally, we study the small sample performance of the proposed estimator via simulations.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000322386500008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Statistics & Probability; SCI(E); EI; 0; ARTICLE; 4; 785-805; 65
语种	英语
出处	EI ; SCI
出版者	annals of the institute of statistical mathematics
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/163591]
专题	数学科学学院
推荐引用方式 GB/T 7714	Chen, Song Xi,Van Keilegom, Ingrid. Estimation in semiparametric models with missing data. 2013-01-01.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。