Bias‐calibrated estimation from sample surveys containing outliers
A. H. Welsh and
Elvezio Ronchetti
Journal of the Royal Statistical Society Series B, 1998, vol. 60, issue 2, 413-428
Abstract:
We discuss the problem of estimating finite population parameters on the basis of a sample containing representative outliers. We clarify the motivation for Chambers's bias‐calibrated estimator of the population total and show that bias calibration is a key idea in constructing estimators of finite population parameters. We then link the problem of estimating the population total to distribution function or quantile estimation and explore a methodology based on the use of Chambers's estimator. We also propose methodology based on the use of robust estimates and a bias‐calibrated form of the Chambers and Dunstan estimator of the population distribution function. This proposal leads to a bias‐calibrated estimator of the population total which is an alternative to that of Chambers. We present a small simulation study to illustrate the utility of these estimators.
Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
https://doi.org/10.1111/1467-9868.00133
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:60:y:1998:i:2:p:413-428
Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868
Access Statistics for this article
Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom
More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().