Abstract:
In this paper, we propose a new procedure to estimate the distribution of a variable y when there are missing data. To compensate the presence of missing responses, it is assumed that a covariate vector x is observed and that y and x are related by means of a semi-parametric regression model. Observed residuals are combined with predicted values to estimate the missing response distribution. Once the responses distribution is consistently estimated, we can estimate any parameter defined through a continuous functional T using a plug in procedure. We prove that the proposed estimators have high breakdown point. © 2018, © 2018 Taylor & Francis Group, LLC.
Registro:
Documento: |
Artículo
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Título: | High breakdown point robust estimators with missing data |
Autor: | Statti, F.; Sued, M.; Yohai, V.J. |
Filiación: | Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, CONICET, Argentina Departamento de Matemática, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET, Argentina
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Palabras clave: | Asymptotic distribution; breakdown point; location and dispersion functionals; missing at random; quantiles; Communication; Mathematical techniques; Statistical methods; Statistics; Asymptotic distributions; Breakdown points; Functionals; Missing at randoms; quantiles; Regression analysis |
Año: | 2018
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Volumen: | 47
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Número: | 21
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Página de inicio: | 5145
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Página de fin: | 5162
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DOI: |
http://dx.doi.org/10.1080/03610926.2017.1388396 |
Título revista: | Communications in Statistics - Theory and Methods
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Título revista abreviado: | Commun Stat Theory Methods
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ISSN: | 03610926
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CODEN: | CSTMD
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610926_v47_n21_p5145_Statti |
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Citas:
---------- APA ----------
Statti, F., Sued, M. & Yohai, V.J.
(2018)
. High breakdown point robust estimators with missing data. Communications in Statistics - Theory and Methods, 47(21), 5145-5162.
http://dx.doi.org/10.1080/03610926.2017.1388396---------- CHICAGO ----------
Statti, F., Sued, M., Yohai, V.J.
"High breakdown point robust estimators with missing data"
. Communications in Statistics - Theory and Methods 47, no. 21
(2018) : 5145-5162.
http://dx.doi.org/10.1080/03610926.2017.1388396---------- MLA ----------
Statti, F., Sued, M., Yohai, V.J.
"High breakdown point robust estimators with missing data"
. Communications in Statistics - Theory and Methods, vol. 47, no. 21, 2018, pp. 5145-5162.
http://dx.doi.org/10.1080/03610926.2017.1388396---------- VANCOUVER ----------
Statti, F., Sued, M., Yohai, V.J. High breakdown point robust estimators with missing data. Commun Stat Theory Methods. 2018;47(21):5145-5162.
http://dx.doi.org/10.1080/03610926.2017.1388396