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Estimation in partially linear models with missing responses at random

文献类型：期刊论文

作者Wanga, Qihua; Sun, Zhihua
刊名JOURNAL OF MULTIVARIATE ANALYSIS
出版日期2007-08-01
卷号98期号:7页码:1470-1493
关键词imputation estimator regression surrogate estimator inverse marginal probability weighted estimator asymptotic normality
ISSN号0047-259X
DOI10.1016/j.jmva.2006.10.003
英文摘要A partially linear model is considered when the responses are missing at random. Imputation, semiparametric regression surrogate and inverse marginal probability weighted approaches are developed to estimate the regression coefficients and the nonparametric function, respectively. All the proposed estimators for the regression coefficients are shown to be asymptotically normal, and the estimators for the nonparametric function are proved to converge at an optimal rate. A simulation study is conducted to compare the finite sample behavior of the proposed estimators. (c) 2006 Elsevier Inc. All rights reserved.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000247973000009
出版者ELSEVIER INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/4817]  
专题应用数学研究所
通讯作者Wanga, Qihua
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式
GB/T 7714		 Wanga, Qihua,Sun, Zhihua. Estimation in partially linear models with missing responses at random[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2007,98(7):1470-1493.
APA Wanga, Qihua,&Sun, Zhihua.(2007).Estimation in partially linear models with missing responses at random.JOURNAL OF MULTIVARIATE ANALYSIS,98(7),1470-1493.
MLA Wanga, Qihua,et al."Estimation in partially linear models with missing responses at random".JOURNAL OF MULTIVARIATE ANALYSIS 98.7(2007):1470-1493.

入库方式： OAI收割

来源：数学与系统科学研究院

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