M-estimators based on inverse probability weighted estimating equations with response missing at random
文献类型：期刊论文
| 作者 | Wang, Qihua
|
| 刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
 |
| 出版日期 | 2007 |
| 卷号 | 36期号:6页码:1091-1103 |
| 关键词 | imputation inverse probability weight missing data |
| ISSN号 | 0361-0926 |
| DOI | 10.1080/03610920601076917 |
| 英文摘要 | Asymptotic properties of M-estimators with complete data are investigated extensively. In the presence of missing data, however, the standard inference procedures for complete data cannot be applied directly. In this article, the inverse probability weighted method is applied to missing response problem to de. ne M-estimators. The existence of M-estimators is established under very general regularity conditions. Consistency and asymptotic normality of the M-estimators are proved, respectively. An iterative algorithm is applied to calculating the M-estimators. It is shown that one step iteration sufaces and the resulting one-step M-estimate has the same limit distribution as in the fully iterated M-estimators. |
| 语种 | 英语 |
| WOS记录号 | WOS:000247065600004 |
| 出版者 | TAYLOR & FRANCIS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/5158]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, 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, Pokfulam, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Qihua. M-estimators based on inverse probability weighted estimating equations with response missing at random[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2007,36(6):1091-1103. |
| APA | Wang, Qihua.(2007).M-estimators based on inverse probability weighted estimating equations with response missing at random.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,36(6),1091-1103. |
| MLA | Wang, Qihua."M-estimators based on inverse probability weighted estimating equations with response missing at random".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 36.6(2007):1091-1103. |
入库方式： OAI收割
来源：数学与系统科学研究院
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