Navegar

Colección

Datos Estadísticas

Artículo

Boente, G.; González-Manteiga, W.; Pérez-González, A. "Robust nonparametric estimation with missing data" (2009) Journal of Statistical Planning and Inference. 139(2):571-592
Estamos trabajando para incorporar este artículo al repositorio
Consulte el artículo en la página del editor
Consulte la política de Acceso Abierto del editor

Abstract:

In this paper, under a nonparametric regression model, we introduce two families of robust procedures to estimate the regression function when missing data occur in the response. The first proposal is based on a local M-functional applied to the conditional distribution function estimate adapted to the presence of missing data. The second proposal imputes the missing responses using the local M-smoother based on the observed sample and then estimates the regression function with the completed sample. We show that the robust procedures considered are consistent and asymptotically normally distributed. A robust procedure to select the smoothing parameter is also discussed. © 2008 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Robust nonparametric estimation with missing data
Autor:Boente, G.; González-Manteiga, W.; Pérez-González, A.
Filiación:Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, CONICET, Ciudad Universitaria, Pabellon 2, Buenos Aires, C1428EHA, Argentina
Universidad de Santiago de Compostela, Spain
Universidad de Vigo, Spain
Palabras clave:Asymptotic properties; Kernel weights; Missing data; Nonparametric regression; Robust estimation
Año:2009
Volumen:139
Número:2
Página de inicio:571
Página de fin:592
DOI: http://dx.doi.org/10.1016/j.jspi.2008.02.019
Título revista:Journal of Statistical Planning and Inference
Título revista abreviado:J. Stat. Plann. Inference
ISSN:03783758
CODEN:JSPID
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03783758_v139_n2_p571_Boente

Referencias:

  • Aerts, M., Claeskens, G., Hens, N., Molenberghs, G., Local multiple imputation (2002) Biometrika, 89 (2), pp. 375-388
  • Bianco, A., Boente, G., Robust kernel estimators for additive models for dependent observations (1998) Canad. J. Statist., 26, pp. 239-255
  • Bianco, A., Boente, G., Robust estimators under a semiparametric partly linear autoregression model: asymptotic behavior and bandwidth selection (2007) J. Time Ser. Anal., 28, pp. 274-306
  • Boente, G., Fraiman, R., Robust nonparametric regression estimation (1989) J. Multivariate Anal., 29, pp. 180-198
  • Boente, G., Fraiman, R., Robust nonparametric regression estimation for dependent observations (1989) Ann. Statist., 17, pp. 1242-1256
  • Boente, G., Fraiman, R., Asymptotic distribution of robust estimates for nonparametric models from mixing observations (1990) Ann. Statist., 18, pp. 891-906
  • Boente, G., Fraiman, R., Strong uniform convergence rates for some robust equivariant nonparametric regression estimates for mixing processes (1991) Internat. Statist. Rev., 59, pp. 355-372
  • Boente, G., Fraiman, R., Asymptotic distribution of data-driven smoothers in density and regression estimation under dependence (1995) Canad. J. Statist., 23, pp. 383-397
  • Boente, G., Fraiman, R., Meloche, J., Robust plug-in bandwidth estimators in nonparametric regression (1997) J. Statist. Plann. Inference, 57, pp. 109-142
  • Boente, G., González-Manteiga, W., Pérez-González, A., 2005. Robust nonparametric estimation with missing data. Available at 〈http://www.ic.fcen.uba.ar/preprints/boegonper.pdf〉; Cantoni, E., Ronchetti, E., Resistant selection of the smoothing parameter for smoothing splines (2001) Statist. Computing, 11, pp. 141-146
  • Chen, J.H., Shao, J., Nearest neighbor imputation for survey data (2000) J. Official Statist., 16, pp. 113-131
  • Cheng, P.E., Nonparametric estimation of mean functionals with data missing at random (1994) J. Amer. Statist. Assoc., 89, pp. 81-87
  • Cheng, P.E., Chu, C.K., Kernel estimation of distribution functions and quantiles with missing data (1996) Statist. Sinica, 6, pp. 63-78
  • Chu, C.K., Cheng, P.E., Nonparametric regression estimation with missing data (1995) J. Statist. Plann. Inference, 48, pp. 85-99
  • Cleveland, W., Robust locally weighted regression and smoothing scatter plots (1979) J. Amer. Statist. Assoc., 74, pp. 829-836
  • Collomb, G., Conditions nécessaires et suffisantes de convergence uniforme d'un estimateur de la régression, estimation des dérivées de la régression (1979) C. R. Acad. Sci. Paris, 228, pp. 161-163
  • Collomb, G., 1980. Estimation de la regression par la méthode des k points les plus proches avec noyau. Lecture Notes in Mathematics, vol. 821. Springer, Berlin, pp. 159-175; Collomb, G., Estimation non paramétrique de la regression: revue bibliographique (1981) Internat. Statist. Rev., 49, pp. 75-93
  • González-Manteiga, W., Pérez-González, A., Nonparametric mean estimation with missing data (2004) Comm. Statist. Theory Methods, 33, pp. 277-303
  • Greblicki, W., Krzyzak, A., Pawlak, M., Distribution free pointwise consistency of kernel regression estimate (1984) Ann. Statist., 12, pp. 1570-1575
  • Härdle, W., Robust regression function estimation (1984) J. Multivariate Anal., 14, pp. 169-180
  • Härdle, W., (1990) Applied Nonparametric Regression, , Cambridge University Press
  • Härdle, W., Tsybakov, A.B., Robust nonparametric regression with simultaneous scale curve estimation (1988) Ann. Statist., 16, pp. 120-135
  • Härdle, W., Tsybakov, A.B., 1990. How many terms should be added into an additive model? Core Discussion paper N9068, Center for Operations Research and Econometrics, Université Catholique de Louvain, Louvain-la-Neuve, Belgium; Härdle, W., Müller, M., Sperlich, S., Werwatz, A., (2004) Nonparametric and semiparametric models. Springer Series in Statistics, , Springer, Berlin
  • Huber, P., Robust smoothing (1979) Robustness in Statistics, pp. 33-48. , Launer R.L., and Wilkinson G.N. (Eds), Academic Press, New York
  • Huber, P., (1981) Robust Statistics, , Wiley, New York
  • Leung, D., Cross-validation in nonparametric regression with outliers (2005) Ann. Statist., 33, pp. 2291-2310
  • Leung, D., Marriott, F., Wu, E., Bandwidth selection in robust smoothing (1993) J. Nonparametr. Statist., 4, pp. 333-339
  • Little, R.J.A., Rubin, D.B., (1987) Statistical Analysis with Missing Data, , Wiley, New York
  • Maronna, R., Martin, D., Yohai, V., (2006) Robust Statistics: Theory and Methods, , Wiley, New York
  • Meng, X.-L., Missing data: Dial M for ??? (2000) J. Amer. Statist. Assoc., 95 (452), pp. 1325-1330
  • Nadaraya, E.A., On estimating regression (1964) Theory Probab. Appl., 9, pp. 141-142
  • Neyman, J., Contribution to the theory of sampling human populations (1938) J. Amer. Statist. Assoc., 33, pp. 101-116
  • Schuster, E., Joint asymptotic distribution of the estimated regression function at a finite number of distinct points (1972) Ann. Math. Statist., 43, pp. 84-88
  • Tsybakov, A.B., Robust estimates of a function (1982) Problems Inform. Transmission, 18, pp. 190-201
  • Wang, F., Scott, D., The L1 method for robust nonparametric regression (1994) J. Amer. Stat. Assoc., 89, pp. 65-76
  • Wang, Q., Linton, O., Härdle, W., Semiparametric regression analysis with missing response at random (2004) J. Amer. Statist. Assoc., 99 (466), pp. 334-345
  • Wang, W., Rao, J.N.K., Empirical likelihood-based inference under imputation for missing response data (2002) Ann. Statist., 30, pp. 896-924
  • Watson, G.S., Smooth regression analysis (1964) Sankhyā A, 26, pp. 359-372
  • Yates, F., The analysis of replicated experiments when the field results are incomplete (1933) Emporium J. Exp. Agriculture, 1, pp. 129-142

Citas:

---------- APA ----------
Boente, G., González-Manteiga, W. & Pérez-González, A. (2009) . Robust nonparametric estimation with missing data. Journal of Statistical Planning and Inference, 139(2), 571-592.
http://dx.doi.org/10.1016/j.jspi.2008.02.019
---------- CHICAGO ----------
Boente, G., González-Manteiga, W., Pérez-González, A. "Robust nonparametric estimation with missing data" . Journal of Statistical Planning and Inference 139, no. 2 (2009) : 571-592.
http://dx.doi.org/10.1016/j.jspi.2008.02.019
---------- MLA ----------
Boente, G., González-Manteiga, W., Pérez-González, A. "Robust nonparametric estimation with missing data" . Journal of Statistical Planning and Inference, vol. 139, no. 2, 2009, pp. 571-592.
http://dx.doi.org/10.1016/j.jspi.2008.02.019
---------- VANCOUVER ----------
Boente, G., González-Manteiga, W., Pérez-González, A. Robust nonparametric estimation with missing data. J. Stat. Plann. Inference. 2009;139(2):571-592.
http://dx.doi.org/10.1016/j.jspi.2008.02.019