Empirical likelihood for estimating equations with nonignorably missing data
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Cited in
(69)- Empirical likelihood for estimating equations with missing values
- On the identifiability and estimation of generalized linear models with parametric nonignorable missing data mechanism
- Bayesian local influence analysis of general estimating equations with nonignorable missing data
- A propensity score adjustment method for regression models with nonignorable missing covariates
- Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data
- Empirical likelihood inference for mean functionals with nonignorably missing response data
- The empty set and zero likelihood problems in maximum empirical likelihood estimation
- Estimation and test of restricted linear EV model with nonignorable missing covariates
- Generalized signed-rank estimation for regression models with non-ignorable missing responses
- A nonparametric feature screening method for ultrahigh-dimensional missing response
- Handling estimating equation with nonignorably missing data based on SIR algorithm
- Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data
- On classification with nonignorable missing data
- Sufficient dimension reduction and instrument search for data with nonignorable nonresponse
- Semiparametric optimal estimation with nonignorable nonresponse data
- Surrogate space based dimension reduction for nonignorable nonresponse
- On the maximal deviation of kernel regression estimators with NMAR response variables
- A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse
- Generalized empirical likelihood for nonsmooth estimating equations with missing data
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- Nonparametric quantile regression estimation for functional data with responses missing at random
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Robust estimation for moment condition models with data missing not at random
- BAGEL: a non-ignorable missing value estimation method for mixed attribute datasets
- Empirical likelihood method for non-ignorable missing data problems
- Model checking for general linear regression with nonignorable missing response
- scientific article; zbMATH DE number 6718673 (Why is no real title available?)
- Estimating equations inference with missing data
- Empirical likelihood in missing data problems
- scientific article; zbMATH DE number 5846738 (Why is no real title available?)
- Subsample Ignorable Likelihood for Regression Analysis with Missing Data
- Empirical likelihood and Wilks phenomenon for data with nonignorable missing values
- Empirical likelihood inference for estimating equation with missing data
- A Hausman test for non-ignorability
- Rank-based estimating equation with non-ignorable missing responses via empirical likelihood
- Propensity model selection with nonignorable nonresponse and instrument variable
- FULL-SEMIPARAMETRIC-LIKELIHOOD-BASED INFERENCE FOR NON-IGNORABLE MISSING DATA
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- A pseudo likelihood approach to analyze rate difference of binary response data in longitudinal factorial studies
- Empirical likelihood for nonlinear regression models with nonignorable missing responses
- Robust inference for estimating equations with nonignorably missing data based on SIR algorithm
- Bayesian scalar on image regression with nonignorable nonresponse
- Imputation-based semiparametric estimation for INAR(1) processes with missing data
- Adaptive empirical likelihood estimation with nonignorable nonresponse data
- Generalized empirical likelihood inference for nonsmooth moment functions with non-ignorable missing values
- Semiparametric inference for estimating equations with nonignorably missing covariates
- On the asymptotic non-equivalence of efficient-GMM and MEL estimators in models with missing data
- Empirical likelihood for estimating equation with missing data
- Semiparametric likelihood for estimating equations with non-ignorable non-response by non-response instrument
- Statistical inference for nonignorable missing-data problems: a selective review
- Model parameters estimation with non-ignorable missing data using influential exponential tilting resampling approach
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random
- Statistical inference with semiparametric nonignorable nonresponse models
- Identification and estimation of generalized additive partial linear models with nonignorable missing response
- Adjusted feature screening for ultra-high dimensional missing response
- Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data
- Variable selection and parameter estimation in distributed high-dimensional quantile regression with responses missing at random
- Shape-restricted statistical inference for non-ignorable missing data under a general additive model
- Model-free feature screening for ultrahigh dimensional data with responses missing not at random
- Smoothed partially linear varying coefficient quantile regression with nonignorable missing response
- An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation
- Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
- Equivalence assessment via the difference between two AUCs in a matched-pair design with nonignorable missing endpoints
- Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse
- A unified theory on empirical likelihood methods for missing data
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