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

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....

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Autores principales: Bianco, Ana María, Boente, Graciela Lina
Publicado: 2011
Materias:
Fisher-consistency
Kernel weights
M-location functionals
Missing at random
Nonparametric regression
Robust estimation
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v20_n3_p524_Bianco
http://hdl.handle.net/20.500.12110/paper_11330686_v20_n3_p524_Bianco
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Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_11330686_v20_n3_p524_Bianco
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spelling paper:paper_11330686_v20_n3_p524_Bianco2023-06-08T16:09:09Z 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 María Boente, Graciela Lina Fisher-consistency Kernel weights M-location functionals Missing at random Nonparametric regression Robust estimation 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. Fil:Bianco, A. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. 2011 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v20_n3_p524_Bianco http://hdl.handle.net/20.500.12110/paper_11330686_v20_n3_p524_Bianco
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Fisher-consistency
Kernel weights
M-location functionals
Missing at random
Nonparametric regression
Robust estimation
spellingShingle Fisher-consistency
Kernel weights
M-location functionals
Missing at random
Nonparametric regression
Robust estimation
Bianco, Ana María
Boente, Graciela Lina
Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators
topic_facet Fisher-consistency
Kernel weights
M-location functionals
Missing at random
Nonparametric regression
Robust estimation
description 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.
author Bianco, Ana María
Boente, Graciela Lina
author_facet Bianco, Ana María
Boente, Graciela Lina
author_sort Bianco, Ana María
title Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators
title_short Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators
title_full Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators
title_fullStr Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators
title_full_unstemmed Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators
title_sort asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators
publishDate 2011
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v20_n3_p524_Bianco
http://hdl.handle.net/20.500.12110/paper_11330686_v20_n3_p524_Bianco
work_keys_str_mv AT biancoanamaria asymptoticbehaviorofrobustestimatorsinpartiallylinearmodelswithmissingresponsestheeffectofestimatingthemissingprobabilityonthesimplifiedmarginalestimators
AT boentegracielalina asymptoticbehaviorofrobustestimatorsinpartiallylinearmodelswithmissingresponsestheeffectofestimatingthemissingprobabilityonthesimplifiedmarginalestimators
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