Distribution estimation with auxiliary information for missing data
文献类型：期刊论文
| 作者 | Liu, Xu1,2; Liu, Peixin2; Zhou, Yong2,3
|
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2011-02-01 |
| 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. |
| 资助项目 | Natural Science Funds for Distinguished Young Scholar[70825004] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Shanghai University of Finance and Economics[211] ; Shanghai Leading Academic Discipline Project[B803] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000284386500012 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12664]  |
| 专题 | 应用数学研究所 |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。