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Abstract:

In this paper, we consider a semiparametric partially linear regression model where missing data occur in the response. We derive the asymptotic behavior of the robust estimators for the regression parameter and of the weighted simplified location estimator introduced in Bianco et al. (Comput. Stat. Data Anal. 54:546-564, 2010a). For the latter, consistency results and the asymptotic distribution are derived when the missing probability is known and also when it is estimated. © 2010 Sociedad de Estadística e Investigación Operativa.

Registro:

Documento: Artículo
Título:Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators
Autor:Bianco, A.; Boente, G.; González-Manteiga, W.; Pérez-González, A.
Filiación:Departamento de Matemáticas and Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET, Ciudad Universitaria, Pabellón 2, Buenos Aires 1428, Argentina
Departamento de Estatística e Investigación Operativa, Facultad de Matemáticas, Universidad de Santiago de Compostela, Campus Sur., 15706 Santiago de Compostela, Spain
Departamento de Estadística e Investigación Operativa, Universidad de Vigo, Campus Orense. Campus Universitario As Lagoas s/n, 32004 Ourense, Spain
Palabras clave:Fisher-consistency; Kernel weights; M-location functionals; Missing at random; Nonparametric regression; Robust estimation
Año:2011
Volumen:20
Número:3
Página de inicio:524
Página de fin:548
DOI: http://dx.doi.org/10.1007/s11749-010-0216-0
Título revista:Test
Título revista abreviado:Test
ISSN:11330686
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v20_n3_p524_Bianco

Referencias:

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  • Bianco, A., Yohai, V., (1996) Robust Estimation in the Logistic Regression Model, 109, pp. 17-34. , Lecture notes in statistics, New York: Springer
  • Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A., Estimation of the marginal location under a partially linear model with missing responses (2010) Comput Stat Data Anal, 54, pp. 546-564
  • Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A., (2010) Asymptotic Behavior of Robust Estimators In Partially Linear Models With Missing Responses: The Effect of Estimating the Missing Probability On the Simplified Marginal Estimators, , http://eio.usc.es/eipc1/BASE/BASEMASTER/FORMULARIOS-PHP-DPTO/REPORTS/10-01.pdf, Report 10-01. Reports in statistics and operations research. Universidad de Santiago de Compostela
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Citas:

---------- APA ----------
Bianco, A., Boente, G., González-Manteiga, W. & Pérez-González, A. (2011) . Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators. Test, 20(3), 524-548.
http://dx.doi.org/10.1007/s11749-010-0216-0
---------- CHICAGO ----------
Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A. "Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators" . Test 20, no. 3 (2011) : 524-548.
http://dx.doi.org/10.1007/s11749-010-0216-0
---------- MLA ----------
Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A. "Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators" . Test, vol. 20, no. 3, 2011, pp. 524-548.
http://dx.doi.org/10.1007/s11749-010-0216-0
---------- VANCOUVER ----------
Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A. Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators. Test. 2011;20(3):524-548.
http://dx.doi.org/10.1007/s11749-010-0216-0