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Mean estimation with data missing at random for functional covariables

Authors :
Frédéric Ferraty
Philippe Vieu
Mariela Sued
Source :
Statistics. 47:688-706
Publication Year :
2013
Publisher :
Informa UK Limited, 2013.

Abstract

In a missing-data setting, we want to estimate the mean of a scalar outcome, based on a sample in which an explanatory variable is observed for every subject while responses are missing by happenstance for some of them. We consider two kinds of estimates of the mean response when the explanatory variable is functional. One is based on the average of the predicted values and the second one is a functional adaptation of the Horvitz-Thompson estimator. We show that the infinite dimensionality of the problem does not affect the rates of convergence by stating that the estimates are root-n consistent, under missing at random (MAR) assumption. These asymptotic features are completed by simulated experiments illustrating the easiness of implementation and the good behaviour on finite sample sizes of the method. This is the first paper emphasizing that the insensitiveness of averaged estimates, well known in multivariate non-parametric statistics, remains true for an infinite-dimensional covariable. In this sense, this work opens the way for various other results of this kind in functional data analysis. Fil: Ferraty, Frédéric. Universite Paul Sabatier. Institut de Mathematiques de Toulouse; Francia Fil: Sued, Raquel Mariela. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina Fil: Vieu, Philippe. Universite Paul Sabatier. Institut de Mathematiques de Toulouse; Francia

Details

ISSN :
10294910 and 02331888
Volume :
47
Database :
OpenAIRE
Journal :
Statistics
Accession number :
edsair.doi.dedup.....52129c869ccfae1f80353c96ca714a1e
Full Text :
https://doi.org/10.1080/02331888.2011.650172