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Mean estimation with data missing at random for functional covariables
- 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
- Subjects :
- Statistics and Probability
Multivariate statistics
AVERAGED NON-PARAMETRIC ESTIMATES
Matemáticas
Scalar (mathematics)
Mean and predicted response
Estimator
Missing data
ROOT-N CONSISTENCY
Matemática Pura
Mean estimation
NON-PARAMETRIC FUNCTIONAL KERNEL REGRESSION
Sample size determination
Statistics
Econometrics
FUNCTIONAL COVARIABLE
MISSING AT RANDOM
Statistics, Probability and Uncertainty
CIENCIAS NATURALES Y EXACTAS
Curse of dimensionality
Mathematics
Subjects
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