Copula-based regression models with data missing at random
DOI10.1016/J.JMVA.2020.104654zbMATH Open1460.62072OpenAlexW3044866424MaRDI QIDQ2201548FDOQ2201548
Shigeyuki Hamori, Zheng Zhang, Kaiji Motegi
Publication date: 29 September 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104654
Recommendations
- Calibration estimation of semiparametric copula models with data missing at random
- Nonparametric regression with predictors missing at random
- Semiparametric estimation of copula models with nonignorable missing data
- Modeling dropouts by conditional distribution, a copula-based approach
- Missing at random (MAR) in nonparametric regression -- a simulation experiment
Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Missing data (62D10)
Cites Work
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
- Testing quasi-independence for truncation data
- D-vine copula based quantile regression
- Prediction based on conditional distributions of vine copulas
- Title not available (Why is that?)
- Nonparametric econometrics. Theory and practice.
- Inference and missing data
- Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
- Title not available (Why is that?)
- A Generalization of Sampling Without Replacement From a Finite Universe
- Asymmetric Least Squares Estimation and Testing
- Simulation and the Asymptotics of Optimization Estimators
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Copula-Based Regression Estimation and Inference
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Semiparametric estimation in copula models
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring
- On copula-based conditional quantile estimators
- Some Comments on Copula-Based Regression
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Convergence rates and asymptotic normality for series estimators
- Globally Efficient Non-Parametric Inference of Average Treatment Effects by Empirical Balancing Calibration Weighting
- Semiparametric copula quantile regression for complete or censored data
- EM algorithm in Gaussian copula with missing data
- Calibration estimation of semiparametric copula models with data missing at random
- Semiparametric estimation of copula models with nonignorable missing data
Cited In (6)
- Solving Estimating Equations With Copulas
- Imputation by Gaussian Copula Model with an Application to Incomplete Customer Satisfaction Data
- Conditional moment models with data missing at random
- Copula modeling from Abe Sklar to the present day
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
This page was built for publication: Copula-based regression models with data missing at random
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2201548)
