KMS Of Academy of mathematics and systems sciences, CAS
| Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random | |
Wei, Yuting1; Wang, Qihua2 ; Duan, Xiaogang3; Qin, Jing4
| |
| 2021-08-01 | |
| Source Publication | COMPUTATIONAL STATISTICS & DATA ANALYSIS
 |
| ISSN | 0167-9473 |
| Volume | 160Pages:18 |
| Abstract | 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. |
| Keyword | Pseudo empirical likelihood Missing covariates Bias correction |
| DOI | 10.1016/j.csda.2021.107224 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Computer Science ; Mathematics |
| WOS Subject | Computer Science, Interdisciplinary Applications ; Statistics & Probability |
| WOS ID | WOS:000652848700005 |
| Publisher | ELSEVIER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/58744 |
| Collection | 应用数学研究所 |
| Corresponding Author | Wang, Qihua |
| Affiliation | 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 |
| Recommended Citation 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. |
| Files in This Item: | There are no files associated with this item. | |||||
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment