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Model averaging for linear models with responses missing at random

文献类型：期刊论文

作者Wei, Yuting3; Wang, Qihua1,4; Liu, Wei2
刊名ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
出版日期2020-07-01
页码19
关键词Missing responses Missing at random Model averaging Asymptotic optimality
ISSN号0020-3157
DOI10.1007/s10463-020-00759-y
英文摘要In this paper, a model averaging approach is developed for the linear regression models with response missing at random. It is shown that the proposed method is asymptotically optimal in the sense of achieving the lowest possible squared error. A Monte Carlo study is conducted to investigate the finite sample performance of our proposal by comparing with some related methods, and the simulation results favor the proposed method. Moreover, a real data analysis is given to illustrate the practical application of our proposal.
资助项目National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000544877000001
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/51765]  
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 100190, Peoples R China
2.York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada
3.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China
4.Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Zhejiang, Peoples R China
推荐引用方式
GB/T 7714		 Wei, Yuting,Wang, Qihua,Liu, Wei. Model averaging for linear models with responses missing at random[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2020:19.
APA Wei, Yuting,Wang, Qihua,&Liu, Wei.(2020).Model averaging for linear models with responses missing at random.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,19.
MLA Wei, Yuting,et al."Model averaging for linear models with responses missing at random".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (2020):19.

入库方式： OAI收割

来源：数学与系统科学研究院

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