Semiparametric estimation of copula models with nonignorable missing data

DOI10.1080/10485252.2019.1702660zbMath1435.62151OpenAlexW2996627384MaRDI QIDQ5221301

Lei Wang, Wei Ma, Feng Guo

Publication date: 25 March 2020

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2019.1702660

zbMATH Keywords

copulaidentifiabilitymissing not at randomnonresponse instrumentkernel-assisted regression

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Missing data (62D10)

Related Items

Identifiability and estimation of two-sample data with nonignorable missing response, Copula-based regression models with data missing at random

Uses Software

• gcmr

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Estimation in semiparametric models with missing data
• Efficient estimation of semiparametric copula models for bivariate survival data
• An introduction to copulas.
• Comparison of semiparametric and parametric methods for estimating copulas
• Tail dependence functions and vine copulas
• EM algorithm in Gaussian copula with missing data
• Gaussian copula marginal regression
• Calibration estimation of semiparametric copula models with data missing at random
• Semiparametric inverse propensity weighting for nonignorable missing data
• Semiparametric Estimating Equations Inference with Nonignorable Nonresponse
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Bayesian Quantile Regression for Longitudinal Studies with Nonignorable Missing Data
• Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling
• An instrumental variable approach for identification and estimation with nonignorable nonresponse
• A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data
• Simulated Method of Moments Estimation for Copula-Based Multivariate Models
• Semiparametric Pseudo-Likelihoods in Generalized Linear Models With Nonignorable Missing Data
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• Efficient Estimation of Semiparametric Multivariate Copula Models