Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random
文献类型：期刊论文
| 作者 | Wei, Yuting4; Wang, Qihua3 ; Duan, Xiaogang2; Qin, Jing1
|
| 刊名 | COMPUTATIONAL STATISTICS & DATA ANALYSIS
 |
| 出版日期 | 2021-08-01 |
| 卷号 | 160页码:18 |
| 关键词 | Pseudo empirical likelihood Missing covariates Bias correction |
| ISSN号 | 0167-9473 |
| DOI | 10.1016/j.csda.2021.107224 |
| 英文摘要 | A model selection problem for the conditional probability function of the response variable Y given the covariable vector (X, Z) is considered under the case where X is missing at random. And two novel model selection criteria are suggested. It is shown that the model selection by these two criteria is consistent and that the population parameter estimators, corresponding to the selected model, are also consistent and asymptotically normal. Extensive simulation studies are conducted to investigate the finite-sample performances of the proposed two criteria and a thorough comparison is made with some related model selection strategies. Moreover, two real data analyses are presented for illustrating the practical application of the proposed two criteria. (C) 2021 Elsevier B.V. All rights reserved. |
| 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, China |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000652848700005 |
| 出版者 | ELSEVIER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58743]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.NIAID, NIH, Rockville, MD USA 2.Beijing Normal Univ, Dept Stat, Beijing 100875, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 4.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wei, Yuting,Wang, Qihua,Duan, Xiaogang,et al. Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2021,160:18. |
| APA | Wei, Yuting,Wang, Qihua,Duan, Xiaogang,&Qin, Jing.(2021).Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random.COMPUTATIONAL STATISTICS & DATA ANALYSIS,160,18. |
| MLA | Wei, Yuting,et al."Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random".COMPUTATIONAL STATISTICS & DATA ANALYSIS 160(2021):18. |
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。