The Local Linear M-Estimation with Missing Response Data
This paper studies the nonparametric regressive function with missing response data. Three local linear M-estimators with the robustness of local linear regression smoothers are presented such that they have the same asymptotic normality and consistency. Then finite-sample performance is examined vi...
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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Wiley
2014-01-01
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Series: | Journal of Applied Mathematics |
Online Access: | http://dx.doi.org/10.1155/2014/398082 |
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Summary: | This paper studies the nonparametric regressive function with missing response data. Three local linear M-estimators with the robustness of local linear regression smoothers are presented such that they have the same asymptotic normality and consistency. Then finite-sample performance is examined via simulation studies. Simulations demonstrate that the complete-case data M-estimator is not superior to the other two local linear M-estimators. |
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ISSN: | 1110-757X 1687-0042 |