Estimating asymptotic variance of M-estimators in ranked set sampling

M. Mahdizadeh () and Ehsan Zamanzade ()
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M. Mahdizadeh: Hakim Sabzevari University
Ehsan Zamanzade: University of Isfahan

Computational Statistics, 2020, vol. 35, issue 4, No 12, 1785-1803

Abstract: Abstract M-estimator for symmetric location families in ranked set sampling has been studied in the literature. Estimating asymptotic variance of this estimator has not been addressed yet. To fill this gap, we develop two consistent estimators in this article. The proposed estimators are then utilized to construct confidence intervals for the location parameter. Monte Carlo simulations are employed to assess performance of the intervals. Finally, an empirical study is presented for illustration.

Keywords: Judgment ranking; M-estimation; Robustness (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00180-019-00946-3

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