Empirical likelihood confidence bands for distribution functions with missing responses
文献类型：期刊论文
| 作者 | Wang, Qihua1 ; Qin, Yongsong2
|
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2010-09-01 |
| 卷号 | 140期号:9页码:2778-2789 |
| 关键词 | Imputation Inverse probability weighting Confidence bands Empirical likelihood Missing at random |
| ISSN号 | 0378-3758 |
| DOI | 10.1016/j.jspi.2010.03.044 |
| 英文摘要 | Distribution function estimation plays a significant role of foundation in statistics since the population distribution is always involved in statistical inference and is usually unknown. In this paper, we consider the estimation of the distribution function of a response variable Y with missing responses in the regression problems. It is proved that the augmented inverse probability weighted estimator converges weakly to a zero mean Gaussian process. A augmented inverse probability weighted empirical log-likelihood function is also defined. It is shown that the empirical log-likelihood converges weakly to the square of a Gaussian process with mean zero and variance one. We apply these results to the construction of Gaussian process approximation based confidence bands and empirical likelihood based confidence bands of the distribution function of Y. A simulation is conducted to evaluate the confidence bands. (C) 2010 Elsevier B.V. All rights reserved. |
| 资助项目 | National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Natural Science Foundation of China[10971038] ; National Science Fund for Creative Research Groups in China ; Key Lab of Complex Structure and Data Science ; Research Grants Council of the Hong Kong[HKU 7050/06P] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000278398300039 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/9813]  |
| 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.Guangxi Normal Univ Guilin, Sch Math Sci, Guangxi 541004, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Qihua,Qin, Yongsong. Empirical likelihood confidence bands for distribution functions with missing responses[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2010,140(9):2778-2789. |
| APA | Wang, Qihua,&Qin, Yongsong.(2010).Empirical likelihood confidence bands for distribution functions with missing responses.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,140(9),2778-2789. |
| MLA | Wang, Qihua,et al."Empirical likelihood confidence bands for distribution functions with missing responses".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 140.9(2010):2778-2789. |
入库方式： OAI收割
来源：数学与系统科学研究院
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