Estimation and empirical likelihood for single-index models with missing data in the covariates

DOI10.1016/j.csda.2013.06.017zbMath1471.62223OpenAlexW1972532400MaRDI QIDQ1615133

Liu Gen Xue

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.06.017

zbMATH Keywords

confidence regionmissing dataempirical likelihoodsingle-index modelimputation method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (11)

Adaptive semiparametric estimation for single index models with jumps ⋮ Empirical likelihood for single-index models with responses missing at random ⋮ Single-index varying-coefficient models with missing covariates at random ⋮ Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information ⋮ Empirical likelihood in single-index partially functional linear model with missing observations ⋮ Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates ⋮ A new Bayesian single index model with or without covariates missing at random ⋮ Empirical likelihood for partially linear single-index models with missing observations ⋮ Estimation for Partially Linear Single-index Instrumental Variables Models ⋮ Quantile regression of partially linear single-index model with missing observations ⋮ Penalized weighted composite quantile estimators with missing covariates

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