Estimating the density of a possibly missing response variable in nonlinear regression

DOI10.1016/J.JSPI.2011.11.021zbMATH Open1300.62030OpenAlexW2041786906MaRDI QIDQ413378FDOQ413378

Ursula U. Müller

Publication date: 4 May 2012

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.2011.11.021

zbMATH Keywords

empirical likelihoodinfluence functiongradientsemiparametric regressionleast dispersed estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

Cites Work

• Title not available (Why is that?)
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• On efficient estimation in regression models
• Probability density estimation with data missing at random when covariables are present
• Estimating linear functionals in nonlinear regression with responses missing at random
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• Estimating Densities of Functions of Observations
• Rootnconsistent density estimators for sums of independent random variables
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
• Nonparametric curve estimation with missing data: a general empirical process approach
• A convolution estimator for the density of nonlinear regression observations
• Non-standard behavior of density estimators for sums of squared observations
• On the construction of efficient estimators in semiparametric models
• Title not available (Why is that?)
• Root n consistent and optimal density estimators for moving average processes
• Convergence rates of density estimators for sums of powers of observations
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses

Cited In (7)

• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
• On density and regression estimation with incomplete data
• Non Standard Behavior of Density Estimators for Functions of Independent Observations
• Convergence rate of wavelet density estimator with data missing randomly when covariables are present
• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
• Uniform convergence of convolution estimators for the response density in nonparametric regression
• Estimating linear functionals in nonlinear regression with responses missing at random

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