Stuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the need for devices such as second derivative estimation and multiple bandwidths of diierent order. We derive a similar estimator in the context of local...

Survey calibration (or generalized raking) estimators are a standard approach to the use of auxiliary information in survey sampling, improving on the simple Horvitz-Thompson estimator. In this paper we relate the survey calibration estimators to the semiparametric incomplete-data estimators of Robins and coworkers, and to adjustment for baseline variables in a randomized trial. The development...

Let be the density of a design variable and the regression function. Then , where . The Dirac Æ-function is used to define a generalized empirical function for whose expectation equals . This generalized empirical function exists only in the space of Schwartz distributions, so we introduce a local polynomial of order approximation to which provides estimators of the function and its derivatives...

The well-known ordinary least-squares estimators (OLSEs) and the best linear unbiased estimators (BLUEs) under linear regression models can be represented by certain closed-form formulas composed by the given matrices and their generalized inverses in the models. This paper provides a general algebraic approach to relationships between OLSEs and BLUEs of the whole and partial mean parameter vec...

This paper investigates the large sample properties of local regression distribution estimators, which include a class boundary adaptive density estimators as prime example. First, we establish pointwise Gaussian distributional approximation in unified way, allowing for both and interior evaluation points simultaneously. Using this result, study asymptotic efficiency show that carefully crafted...

We develop an empirical likelihood (EL) inference on parameters in generalized estimating equations with nonignorably missing response data. We consider an exponential tilting model for the nonignorably missing mechanism, and propose modified estimating equations by imputing missing data through a kernel regression method. We establish some asymptotic properties of the EL estimators of the unkn...

A generalized modified ratio estimator is proposed for estimating the population mean using the known population parameters. It is shown that the simple random sampling without replacement sample mean, the usual ratio estimator, the linear regression estimator and all the existing modified ratio estimators are the particular cases of the proposed estimator. The bias and the mean squared error o...

The risk of the family of feasible generalized double k-class estimators under LINEX loss function is derived in a linear regression model. The disturbances are assumed to be non-spherical and their variance covariance matrix is unknown.