Dimension reduction estimation for probability density with data missing at random when covariables are present

DOI10.1016/J.JSPI.2016.08.007zbMath1358.62041OpenAlexW2520250920MaRDI QIDQ337685

Jianqiu Deng, Qi Hua Wang

Publication date: 10 November 2016

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.2016.08.007

zbMATH Keywords

asymptotic normalitydimension reductionkernel regressionmissing at randomkernel density estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Impact of sufficient dimension reduction in nonparametric estimation of causal effect ⋮ Dimension reduction based on conditional multiple index density function ⋮ Nonlinear interaction detection through partial dimension reduction with missing response data ⋮ Dimension reduction in estimating equations with covariates missing at random ⋮ Dimension reduction estimation for central mean subspace with missing multivariate response ⋮ Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present ⋮ Dimension reduction for kernel-assisted M-estimators with missing response at random ⋮ Surrogate space based dimension reduction for nonignorable nonresponse

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• Comment

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