KERNEL DENSITY ESTIMATION WITH MISSING DATA AND AUXILIARY VARIABLES

DOI10.1111/j.1467-842X.2009.00541.xzbMath1334.62185MaRDI QIDQ2802732

Suzanne R. Dubnicka

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

kernel smoothingmissing at randomHorvitz-Thompson estimatorintegrated squared error

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01)

Related Items (2)

On density and regression estimation with incomplete data ⋮ Conditional kernel density estimation for some incomplete data models

Uses Software

• R
• np
• sm

Cites Work

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• Local Bandwidth Selection for Kernel Estimates
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Local logisitic regression an application to army penetration data
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• Weighted Estimators for Proportional Hazards Regression With Missing Covariates
• Nonparametric Density Estimation From Covariate Information
• A Generalization of Sampling Without Replacement From a Finite Universe

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