Journal of Applied Mathematics

• J. Appl. Math.
• Volume 2014, Special Issue (2014), Article ID 398082, 10 pages.

The Local Linear $M$-Estimation with Missing Response Data

Abstract

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.

Article information

Source
J. Appl. Math., Volume 2014, Special Issue (2014), Article ID 398082, 10 pages.

Dates
First available in Project Euclid: 27 February 2015

https://projecteuclid.org/euclid.jam/1425050706

Digital Object Identifier
doi:10.1155/2014/398082

Mathematical Reviews number (MathSciNet)
MR3230571

Citation

Luo, Shuanghua; Zhang, Cheng-Yi; Xu, Fengmin. The Local Linear $M$ -Estimation with Missing Response Data. J. Appl. Math. 2014, Special Issue (2014), Article ID 398082, 10 pages. doi:10.1155/2014/398082. https://projecteuclid.org/euclid.jam/1425050706

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