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

DOI10.1016/J.JSPI.2011.11.021MaRDI QIDQ413378zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• Estimating linear functionals in nonlinear regression with responses missing at random
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• Empirical likelihood inference in linear regression with nonignorable missing response

Cites work

• scientific article; zbMATH DE number 2148869 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• A convolution estimator for the density of nonlinear regression observations
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• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Estimating Densities of Functions of Observations
• Estimating linear functionals in nonlinear regression with responses missing at random
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Non-standard behavior of density estimators for sums of squared observations
• Nonparametric curve estimation with missing data: a general empirical process approach
• On efficient estimation in regression models
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• On the construction of efficient estimators in semiparametric models
• Probability density estimation with data missing at random when covariables are present
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• Root n consistent and optimal density estimators for moving average processes
• Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
• Rootnconsistent density estimators for sums of independent random variables
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses

Cited in

(8)

• \(\sqrt{n}\)-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
• Efficient estimators for expectations in nonlinear parametric regression models with responses missing at random
• 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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