Weighted expectile average estimation of linear models with missing covariates

In this article, we proposed a weighted expectile average estimator for linear models with missing covariates. The asymptotic normality of the proposed estimator was established in theory. Further, we derived the explicit optimal weight and thus obtained the resulted optimal weighted expectile estimator. In order to examine the finite-sample performance of the proposed estimator, simulation studies and a real data analysis were conducted and the results were compared with other existing competitors in the literature.