Multi-index regression models with missing covariates at random
نویسندگان
چکیده
منابع مشابه
Multi-index regression models with missing covariates at random
AMS subject classifications: 62H12 62G20 Keywords: Covariates missing at random Inverse selection probability Multi-index model Single-index model a b s t r a c t This paper considers estimation of the semiparametric multi-index model with missing covariates at random. A weighted estimating equation is suggested by invoking the inverse selection probability approach, and estimators of the indic...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.10.006