Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random

doi:10.1016/j.csda.2021.107224

CSpace > 应用数学研究所

	Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random
	Wei, Yuting 1; Wang, Qihua2 ; Duan, Xiaogang 3; Qin, Jing 4
	2021-08-01
发表期刊	COMPUTATIONAL STATISTICS & DATA ANALYSIS
ISSN	0167-9473
卷号	160 页码:18
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.
关键词	Pseudo empirical likelihood Missing covariates Bias correction
DOI	10.1016/j.csda.2021.107224
收录类别	SCI
语种	英语
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
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000652848700005
出版者	ELSEVIER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/58744
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Beijing Normal Univ, Dept Stat, Beijing 100875, Peoples R China 4.NIAID, NIH, Rockville, MD USA
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.