Estimation in semiparametric models with missing data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10463-012-0393-6.pdf
Reference23 articles.
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2. Chen, Q., Zeng, D., Ibrahim, J. G. (2007). Sieve maximum likelihood estimation for regression models with covariates missing at random. Journal of the American Statistical Association, 102, 1309–1317.
3. Chen, X., Hong, H., Tarozzi, A. (2008). Semiparametric efficiency in GMM models with auxiliary data. Annals of Statistics, 36, 808–843.
4. Chen, X., Linton, O. B., Van Keilegom, I. (2003). Estimation of semiparametric models when the criterion function is not smooth. Econometrica, 71, 1591–1608.
5. Härdle, W., Hall, P., Ichimura, H. (1993). Optimal smoothing in single-index models. Annals of Statistics, 21, 157–178.
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