Asymptotic inference with incomplete data

DOI10.1080/03610926.2011.621577zbMATH Open1277.62081OpenAlexW2076311020MaRDI QIDQ2865265FDOQ2865265

Authors: Keiji Takai, Yutaka Kano 

Publication date: 29 November 2013

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.621577

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zbMATH Keywords

missing at randomincomplete datamaximum likelihood estimatorasymptotic inferencenot missing at random

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Linear Statistical Inference and its Applications
• Inference and missing data
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• Asymptotic Properties of Non-Linear Least Squares Estimators
• Note on the Consistency of the Maximum Likelihood Estimate
• Title not available (Why is that?)
• Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis

Cited In (20)

• Riesz-haviland criterion for incomplete data
• A note on the properties of estimators in missing data analysis
• Analysis of incomplete data and an intrinsic-dimension Helly theorem
• Consistency of normal-distribution-based pseudo maximum likelihood estimates when data are missing at random
• Effect of violation of the normal assumption on MI and ML estimators in the analysis of incomplete data
• Title not available (Why is that?)
• On usefulness of maximum likelihood estimator using incomplete data
• Information attainable in some randomly incomplete data models
• Survival analysis of pension scheme mortality when data are missing
• Asymptotic bias of normal-distribution-based maximum likelihood estimates of moderation effects with data missing at random
• Asymptotic comparison of semi-supervised and supervised linear discriminant functions for heteroscedastic normal populations
• Simplified maximum likelihood inference based on the likelihood decomposition for missing data
• A note on the bias of standard errors when orthogonality of mean and variance parameters is not satisfied in the mixed model for repeated measures analysis
• Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
• On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data
• Impact of the non-distinctness and non-ignorability on the inference by multiple imputation in multivariate multilevel data: a simulation assessment
• Asymptotically efficient recursive estimation for incomplete data models using the observed information.
• Kernel regression estimation for incomplete data with applications
• Bias reduction using surrogate endpoints as auxiliary variables
• Effects of unlabeled data on classification error in normal discriminant analysis

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