High breakdown point robust estimators with missing data

STATTI, FLORENCIA; SUED, MARIELA; YOHAI, VICTOR J.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

TAYLOR & FRANCIS INC

Año: 2018 vol. 47 p. 5147 - 5162

0361-0926

In this paper, we propose a new procedure to estimate the distribution of a variable y when there are missing data. To compensate the presence of missing responses, it is assumed that a covariate vector x is observed and that y and x are related by means of a semi-parametric regression model. Observed residuals are combined with predicted values to estimate the missing response distribution. Once the responses distribution is consistently estimated, we can estimate any parameter defined through a continuous functional T using a plug in procedure. We prove that the proposed estimators have high breakdown point.