Estimation in semiparametric models with missing data

• Published in: Annals of the Institute of Statistical Mathematics Vol. 65; no. 4; pp. 785 - 805
• Main Authors: Chen, Song Xi, Van Keilegom, Ingrid
• Format: Journal Article
• Language: English
• Published: Tokyo Springer Japan 01.08.2013; Springer Nature B.V
• Subjects: Asymptotic properties; Computer simulation; Economics; Estimating; Estimators; Finance; Generalized linear models; Insurance; Management; Mathematical analysis; Mathematical models; Mathematics; Mathematics and Statistics; Missing data; Parameter estimation; Samples; Statistical analysis; Statistics; Statistics for Business; Studies; Copulas; Single-index model; Missing at random; Nuisance function; Imputation; Partially linear model; Kernel smoothing; Semiparametric model

This paper considers the problem of parameter estimation in a general class of semiparametric models when observations are subject to missingness at random. The semiparametric models allow for estimating functions that are non-smooth with respect to the parameter. We propose a nonparametric imputati...