Distribution estimation with auxiliary information for missing data

doi:10.1016/j.jspi.2010.07.015

CORC > 上海财经大学 > 上海财经大学

	Distribution estimation with auxiliary information for missing data
	Liu, Xu 1,2; Liu, Peixin 2; Zhou, Yong 2,3
刊名	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
	2011-02
卷号	141 期号:2 页码:711-724
关键词	Auxiliary information Empirical distribution function Empirical likelihood Estimating equations Kernel regression Missing data Quantile estimation Semi-parametric imputation
ISSN号	0378-3758
DOI	10.1016/j.jspi.2010.07.015
英文摘要	There is much literature on statistical inference for distribution under missing data, but surprisingly very little previous attention has been paid to missing data in the context of estimating distribution with auxiliary information. In this article, the auxiliary information with missing data is proposed. We use Zhou, Wan and Wang's method (2008) to mitigate the effects of missing data through a reformulation of the estimating equations, imputed through a semi-parametric procedure. Whence we can estimate distribution and the tau th quantile of the distribution by taking auxiliary information into account. Asymptotic properties of the distribution estimator and corresponding sample quantile are derived and analyzed. The distribution estimators based on our method are found to significantly outperform the corresponding estimators without auxiliary information. Some simulation studies are conducted to illustrate the finite sample performance of the proposed estimators. Crown Copyright (c) 2010 Published by Elsevier B.V. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000284386500012
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2299]
专题	上海财经大学
通讯作者	Liu, Xu
作者单位	1.Yunnan Univ, Dept Stat, Kunming 650091, Peoples R China; 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China; 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Liu, Xu,Liu, Peixin,Zhou, Yong. Distribution estimation with auxiliary information for missing data[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2011,141(2):711-724.
APA	Liu, Xu,Liu, Peixin,&Zhou, Yong.(2011).Distribution estimation with auxiliary information for missing data.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,141(2),711-724.
MLA	Liu, Xu,et al."Distribution estimation with auxiliary information for missing data".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 141.2(2011):711-724.