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  • Search: subject:"missing variable imputation"
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Arellano-Valle 1 Bolfarine 1 copula 1 data analysis 1 economic data 1 financial data 1 generalised t-distribution 1 missing values 1 missing variable imputation 1 mixture models 1 quadrature 1 transformation 1
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Article 1
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Cao, Wenbo 1 Friedman, Craig 1 Huang, Jinggang 1 Zhang, Yangyong 1
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International Journal of Data Analysis Techniques and Strategies 1
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RePEc 1
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Missing value imputation via copula and transformation methods, with applications to financial and economic data
Friedman, Craig; Huang, Jinggang; Zhang, Yangyong; Cao, … - In: International Journal of Data Analysis Techniques and … 4 (2012) 4, pp. 315-339
We present new, tractable methods to impute missing values based on conditional probability density functions that we estimate via copula and mixture models. Our methods exploit known analytical results concerning conditional distributions for the Arellano-Valle and Bolfarine's generalised...
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