On nonparametric classification with missing covariates
General procedures are proposed for nonparametric classification in the presence of missing covariates. Both kernel-based imputation as well as Horvitz-Thompson-type inverse weighting approaches are employed to handle the presence of missing covariates. In the case of imputation, it is a certain regression function which is being imputed (and not the missing values). Using the theory of empirical processes, the performance of the resulting classifiers is assessed by obtaining exponential bounds on the deviations of their conditional errors from that of the Bayes classifier. These bounds, in conjunction with the Borel-Cantelli lemma, immediately provide various strong consistency results.
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Volume (Year): 98 (2007)
Issue (Month): 5 (May)
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References listed on IDEAS
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CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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