Distribution estimation with auxiliary information for missing data

doi:10.1016/j.jspi.2010.07.015

CSpace > 应用数学研究所

	Distribution estimation with auxiliary information for missing data
	Liu, Xu 1,2; Liu, Peixin 2; Zhou, Yong2,3
	2011-02-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	141 期号:2 页码:711-724
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.
关键词	Auxiliary information Empirical distribution function Empirical likelihood Estimating equations Kernel regression Missing data Quantile estimation Semi-parametric imputation
DOI	10.1016/j.jspi.2010.07.015
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000284386500012
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12665
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.