On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates

DOI10.1016/j.jspi.2009.01.016zbMath1170.62028OpenAlexW2057888859MaRDI QIDQ2390454

Heung Wong, Wai-Cheung Ip, Min Chen, Shao-Jun Guo

Publication date: 22 July 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.01.016

zbMATH Keywords

missing at randomlocal linear smoothervarying-coefficient modelsAIDS clinic trial group studylocally weighted estimating equation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Nonparametric statistical resampling methods (62G09)

Related Items

Smoothed empirical likelihood for quantile regression models with response data missing at random ⋮ Estimation in Partially Linear Single-Index Models with Missing Covariates ⋮ Estimation and test procedures for composite quantile regression with covariates missing at random ⋮ Weighted local linear CQR for varying-coefficient models with missing covariates ⋮ Estimation and test of restricted linear EV model with nonignorable missing covariates ⋮ Estimation and inference of combining quantile and least-square regressions with missing data ⋮ Empirical likelihood for quantile regression models with response data missing at random ⋮ Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates ⋮ Tree-structured modelling of varying coefficients ⋮ Weighted composite quantile regression for single index model with missing covariates at random ⋮ Empirical likelihood-based inferences in varying coefficient models with missing data ⋮ Inverse probability weighted estimators for single-index models with missing covariates ⋮ Penalized weighted composite quantile estimators with missing covariates

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