Robust location estimation with missing data

@inproceedings{Sued2013RobustLE,
  title={Robust location estimation with missing data},
  author={Mariela Sued and Victor J. Yohai},
  year={2013}
}
In a missing-data setting, we have a sample in which a vector of explanatory variables xi is observed for every subject i, while scalar outcomes yi are missing by happenstance on some individuals. In this work we propose robust estimates of the distribution of the responses assuming missing at random (MAR) data, under a semiparametric regression model. Our approach allows the consistent estimation of any weakly continuous functional of the response’s distribution. In particular, strongly… CONTINUE READING

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