A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables

doi:10.1016/j.csda.2021.107371

CSpace > 应用数学研究所

	A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables
	Su, Miaomiao; Wang, Qihua
	2022-04-01
发表期刊	COMPUTATIONAL STATISTICS & DATA ANALYSIS
ISSN	0167-9473
卷号	168 页码:14
摘要	This paper is concerned with the estimating problem of response quantile with high dimensional covariates when the response is missing at random. Some existing methods define root-n consistent estimators for the response quantile. But these methods require correct specifications of both the conditional distribution of response given covariates and the selection probability function. In this paper, a debiased method is proposed by solving a convex program. The estimator obtained by the proposed method is asymptotically normal given a correctly specified parametric model for the conditional distribution function, without the requirement to specify the selection probability function. Moreover, the proposed estimator can be asymptotically more efficient than the existing estimators. The proposed method is evaluated by a simulation study and is illustrated by a real data example. (C) 2021 Elsevier B.V. All rights reserved.
关键词	High dimensions Missing at random Marginal response quantile Optimal weights Selection probability function
DOI	10.1016/j.csda.2021.107371
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11871460] ; Key Lab of Random Complex Structure and Data Science, CAS ; National Natural Science Foundation of China (program for Innovative Research Group)[61621003]
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000721109600003
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/59614
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Su, Miaomiao,Wang, Qihua. A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2022,168:14.
APA	Su, Miaomiao,&Wang, Qihua.(2022).A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables.COMPUTATIONAL STATISTICS & DATA ANALYSIS,168,14.
MLA	Su, Miaomiao,et al."A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables".COMPUTATIONAL STATISTICS & DATA ANALYSIS 168(2022):14.