Probability density estimation with data missing at random when covariables are present
文献类型：期刊论文
| 作者 | Wang, Qihua1,2
|
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2008-03-01 |
| 卷号 | 138期号:3页码:568-587 |
| 关键词 | inverse probability weighted method asymptotic normality mean squared error bound |
| ISSN号 | 0378-3758 |
| DOI | 10.1016/j.jspi.2006.10.017 |
| 英文摘要 | This paper addresses the problem of the probability density estimation in the presence of covariates when data are missing at random (MAR). The inverse probability weighted method is used to define a nonparametric and a semiparametric weighted probability density estimators. A regression calibration technique is also used to define an imputed estimator. It is shown that all the estimators are asymptotically normal with the same asymptotic variance as that of the inverse probability weighted estimator with known selection probability function and weights. Also, we establish the mean squared error (MSE) bounds and obtain the MSE convergence rates. A simulation is carried out to assess the proposed estimators in terms of the bias and standard error. (C) 2007 Elsevier B.V. All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000253099800003 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/5766]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Qihua. Probability density estimation with data missing at random when covariables are present[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2008,138(3):568-587. |
| APA | Wang, Qihua.(2008).Probability density estimation with data missing at random when covariables are present.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,138(3),568-587. |
| MLA | Wang, Qihua."Probability density estimation with data missing at random when covariables are present".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 138.3(2008):568-587. |
入库方式： OAI收割
来源：数学与系统科学研究院
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