Semiparametric estimation of copula models with nonignorable missing data

DOI10.1080/10485252.2019.1702660MaRDI QIDQ5221301zbMATH OpenOpenAlexFDO

Authors Feng Guo, Wei Ma, Lei Wang

Publication date 25 March 2020

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2019.1702660

zbMATH Keywords

copulaidentifiabilitymissing not at randomnonresponse instrumentkernel-assisted regression

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Missing data (62D10)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
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• Estimation in semiparametric models with missing data
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• Gaussian copula marginal regression
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• Semiparametric inverse propensity weighting for nonignorable missing data
• Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data
• Simulated Method of Moments Estimation for Copula-Based Multivariate Models
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Tail dependence functions and vine copulas

Cited in

(5)

• Calibration estimation of semiparametric copula models with data missing at random
• Copula-based regression models with data missing at random
• Imputation by Gaussian Copula Model with an Application to Incomplete Customer Satisfaction Data
• Propensity model selection with nonignorable nonresponse and instrument variable
• Identifiability and estimation of two-sample data with nonignorable missing response

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• gcmr

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