Estimating the Density in a Subgroup With Imputed Subgroup Indicators

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Abstract

In this paper, I consider the problem of how to estimate the density in a subgroup when some of the subgroup indicators are missing at random. Four different imputation estimators are compared to each other and to an inverse probability weighted estimator suggested previously. An optimal estimator is derived. I also provide expressions for the asymptotic variance of the imputation estimators including terms of order 1/(nh) and 1/n.
OriginalsprogEngelsk
TidsskriftResearch in Statistics
Vol/bind1
Udgave nummer1
Antal sider12
ISSN2768-4520
DOI
StatusUdgivet - 2023

Emneord

  • Variance estimation
  • Optimal estimation
  • Rao-Blackwellization
  • Imputation
  • Kernel density estimation

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