Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse
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Recommendations
- Robust estimation of distribution functions and quantiles with non-ignorable missing data
- Sufficient dimension reduction and instrument search for data with nonignorable nonresponse
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- Sample quantile estimation for ignorable nonresponse
Cites work
- scientific article; zbMATH DE number 3635280 (Why is no real title available?)
- scientific article; zbMATH DE number 2140075 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 788275 (Why is no real title available?)
- scientific article; zbMATH DE number 854951 (Why is no real title available?)
- A review on dimension reduction
- A semiparametric approach to dimension reduction
- A semiparametric estimation of mean functionals with nonignorable missing data
- Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data
- An Adaptive Estimation of Dimension Reduction Space
- An asymptotic theory for sliced inverse regression
- An instrumental variable approach for identification and estimation with nonignorable nonresponse
- Analysis of multivariate missing data with nonignorable nonresponse
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Dimension reduced kernel estimation for distribution function with incomplete data
- Dimension reduction for kernel-assisted M-estimators with missing response at random
- Empirical likelihood and Wilks phenomenon for data with nonignorable missing values
- Empirical likelihood for estimating equations with missing values
- Empirical likelihood for estimating equations with nonignorably missing data
- Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Estimation of mean response via the effective balancing score
- Fusion-refinement procedure for dimension reduction with missing response at random
- Identification and inference with nonignorable missing covariate data
- Missing-Data Methods for Generalized Linear Models
- Nonparametric Estimation of Mean Functionals with Data Missing at Random
- Nonparametric and semiparametric models.
- On the Interpretation of Regression Plots
- On varieties of doubly robust estimators under missingness not at random with a shadow variable
- Robust estimation of distribution functions and quantiles with non-ignorable missing data
- Semiparametric inverse propensity weighting for nonignorable missing data
- Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data
- Sliced Inverse Regression for Dimension Reduction
- Sufficient dimension reduction through discretization-expectation estimation
- The jackknife and bootstrap
- Using calibration weighting to adjust for nonignorable unit nonresponse
Cited in
(5)- Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
- Sufficient dimension reduction and instrument search for data with nonignorable nonresponse
- Semiparametric estimation of copula models with nonignorable missing data
- Robust estimation of distribution functions and quantiles with non-ignorable missing data
- Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse
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