摘要
This paper considers two estimators of θ= g(x) in a nonparametric regression model Y = g(x) + ε(x∈ (0, 1)p) with missing responses: Imputation and inverse probability weighted esti- mators. Asymptotic normality of the two estimators is established, which is used to construct normal approximation based confidence intervals on θ.
基金
This research is supported by he National Natural Science Foundation of China under Grant Nos. 10661003 and 10971038, and the Natural Science Foundation of Guangxi under Grant No. 2010GXNSFA013117.