One-step local M-estimates of partial linear models with missing date

摘要

In the case of response data missing, the variable bandwidth and one-step local M-estimates are employed to estimate the unknown function and the unknown parameter in the partial linear models. The estimators of nonparametric components are given by one-step local M-estimation, and the estimators of parametric components are obtained by one-step local M-estimation and average method. Moreover, the variable bandwidth is inserted to improve the one-step local M-estimation. At last, the asymptotical normality of these estimators is established.