Probability density estimation with data missing at random when covariables are present

doi:10.1016/j.jspi.2006.10.017

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	Probability density estimation with data missing at random when covariables are present
	Wang, Qihua1,2
	2008-03-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	138 期号:3 页码:568-587
摘要	This paper addresses the problem of the probability density estimation in the presence of covariates when data are missing at random (MAR). The inverse probability weighted method is used to define a nonparametric and a semiparametric weighted probability density estimators. A regression calibration technique is also used to define an imputed estimator. It is shown that all the estimators are asymptotically normal with the same asymptotic variance as that of the inverse probability weighted estimator with known selection probability function and weights. Also, we establish the mean squared error (MSE) bounds and obtain the MSE convergence rates. A simulation is carried out to assess the proposed estimators in terms of the bias and standard error. (C) 2007 Elsevier B.V. All rights reserved.
关键词	inverse probability weighted method asymptotic normality mean squared error bound
DOI	10.1016/j.jspi.2006.10.017
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000253099800003
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/5767
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.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Wang, Qihua. Probability density estimation with data missing at random when covariables are present[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2008,138(3):568-587.
APA	Wang, Qihua.(2008).Probability density estimation with data missing at random when covariables are present.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,138(3),568-587.
MLA	Wang, Qihua."Probability density estimation with data missing at random when covariables are present".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 138.3(2008):568-587.