Efficient estimation of quantiles in missing data models

DOI10.1016/j.jspi.2017.05.001zbMath1376.62017arXiv1512.08110OpenAlexW2963000444MaRDI QIDQ2409634

Iván Díaz

Publication date: 13 October 2017

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

Full work available at URL: https://arxiv.org/abs/1512.08110

zbMATH Keywords

information bound\(\sqrt{n}\)-consistencyTMLEquantile effectstargeted maximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference, A panel quantile approach to attrition bias in big data: evidence from a randomized experiment, Plug-in marginal estimation under a general regression model with missing responses and covariates, Robust location estimators in regression models with covariates and responses missing at random

Uses Software

• R
• quantreg
• SuperLearner

Cites Work

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