A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data Article Swipe
Ridha Gharbi
,
Wissem Jedidi
,
Salah Khardani
,
Frédéric Ouimet
·
YOU?
·
· 2025
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2510.07235
YOU?
·
· 2025
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2510.07235
We study nonparametric estimation of univariate cumulative distribution functions (CDFs) pertaining to data missing at random. The proposed estimators smooth the inverse probability weighted (IPW) empirical CDF with the Bernstein operator, yielding monotone, $[0,1]$-valued curves that automatically adapt to bounded supports. We analyze two versions: a pseudo estimator that uses known propensities and a feasible estimator that uses propensities estimated nonparametrically from discrete auxiliary variables, the latter scenario being much more common in practice. For both, we derive pointwise bias and variance expansions, establish the optimal polynomial degree $m$ with respect to the mean integrated squared error, and prove the asymptotic normality. A key finding is that the feasible estimator has a smaller variance than the pseudo estimator by an explicit nonnegative correction term. We also develop an efficient degree selection procedure via least-squares cross-validation. Monte Carlo experiments demonstrate that, for moderate to large sample sizes, the Bernstein-smoothed feasible estimator outperforms both its unsmoothed counterpart and an integrated version of the IPW kernel density estimator proposed by Dubnicka (2009) in the same context. A real-data application to fasting plasma glucose from the 2017-2018 NHANES survey illustrates the method in a practical setting. All code needed to reproduce our analyses is readily accessible on GitHub.
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- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2510.07235
- https://arxiv.org/pdf/2510.07235
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A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing dataWork title
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2025-10-08Full publication date if available
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Ridha Gharbi, Wissem Jedidi, Salah Khardani, Frédéric OuimetList of authors in order
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https://arxiv.org/abs/2510.07235Publisher landing page
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