On the performance of estimation methods under ranked set sampling

Cesar Augusto Taconeli () and Wagner Hugo Bonat ()
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Cesar Augusto Taconeli: Federal University of Paraná
Wagner Hugo Bonat: Federal University of Paraná

Computational Statistics, 2020, vol. 35, issue 4, No 13, 1805-1826

Abstract: Abstract Maximum likelihood estimation (MLE) applied to ranked set sampling (RSS) designs is usually based on the assumption of perfect ranking. However, it may suffers of lack of efficiency when ranking errors are present. The main goal of this article is to investigate the performance of six alternative estimation methods to MLE for parameter estimation under RSS. We carry out an extensive simulation study and measure the performance of the maximum product of spacings, ordinary and weighted least-squares, Cramér-von-Mises, Anderson–Darling and right-tail Anderson–Darling estimators, along with the maximum likelihood estimators, through the Kullback–Leibler divergence from the true and estimated probability density functions. Our simulation study considered eight continuous probability distributions, six sample sizes and six levels of correlation between the interest and concomitant variables. In general, our results show that the Anderson–Darling method outperforms its competitors and that the maximum likelihood estimators strongly depends on perfect ranking for accurate estimation. Finally, we present an illustrative example using a data set concerning the percent of body fat. R code is available in the supplementary material.

Keywords: Anderson–Darling statistic; Kullback–Leibler divergence; Maximum likelihood estimation; Monte Carlo simulation; Statistical efficiency (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s00180-020-00953-9

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