Artículo

Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators

Bianco, Ana MariaIcon ; Boente Boente, Graciela LinaIcon ; González Manteiga, Wenceslao; Perez Gonzalez, Ana
Fecha de publicación: 11/2011
Editorial: Springer
Revista: Test
ISSN: 1133-0686
Idioma: Inglés
Tipo de recurso: Artículo publicado
Clasificación temática:

Resumen

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.
Palabras clave: Fisher-Consistency , Kernel Weights , M-Location Functionals , Missing at Random , Nonparametric Regression , Robust Estimation
 
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info:eu-repo/semantics/restrictedAccess Excepto donde se diga explícitamente, este item se publica bajo la siguiente descripción: Creative Commons Attribution-NonCommercial-ShareAlike 2.5 Unported (CC BY-NC-SA 2.5)
Identificadores
URI: http://hdl.handle.net/11336/14906
URL: http://link.springer.com/article/10.1007/s11749-010-0216-0
DOI: http://dx.doi.org/10.1007/s11749-010-0216-0
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Articulos(IMAS)
Articulos de INSTITUTO DE INVESTIGACIONES MATEMATICAS "LUIS A. SANTALO"
Citación
Bianco, Ana Maria; Boente Boente, Graciela Lina; González Manteiga, Wenceslao; Perez Gonzalez, Ana; Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators; Springer; Test; 20; 3; 11-2011; 524-548
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