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Activity Number: 679
Type: Topic Contributed
Date/Time: Thursday, August 4, 2016 : 10:30 AM to 12:20 PM
Sponsor: Royal Statistical Society
Abstract #319042 View Presentation
Title: Robust Semiparametric Estimation with Missing Responses
Author(s): Francesco Bravo*
Companies:
Keywords: MAR ; Robustness ; Varying coefficients
Abstract:

This paper considers estimation in a class of semiparametric models when some of the responses are missing at random and outliers are present. The paper proposes a general estimator for the unknown infinite dimensional parameter using inverse probability weigthing and robust local linear estimation. The paper also proposes an asymptotically equivalent one step version of the estimator that is computationally attractive. The results of the paper are illustrated with two examples: a robust semiparametric quasi-likelihood and a robust semiparametric regression estimators. A simulation study shows that the proposed estimators have competitive finite sample properties.


Authors who are presenting talks have a * after their name.

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