Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
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Publication:1408732
DOI10.1016/S0378-3758(02)00240-9zbMath1022.62008OpenAlexW1964398534MaRDI QIDQ1408732
María José Lombardía, José Manuel Prada-Sánchez, Wenceslao González Manteiga
Publication date: 25 September 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00240-9
finite populationdistribution functionauxiliary informationbandwidth parameterkernel density resampling methods
Related Items (5)
Inference on finite population categorical response: nonparametric regression-based predictive approach ⋮ Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators ⋮ Small area estimation based on M-quantile models in presence of outliers in auxiliary variables ⋮ Estimation of a finite population distribution function based on a linear model with unknown heteroscedastic errors ⋮ Calibration methods for estimating quantiles
Cites Work
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Estimators of the finite population distribution function using nonparametric regression
- The jackknife and bootstrap
- On estimating distribution functions and quantiles from survey data using auxiliary information
- On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
- Properties of estimators of the finite population distribution function
- Bandwith selection for the smoothing of distribution functions
- Bootstrap Methods for Finite Populations
- Bias Robust Estimation in Finite Populations Using Nonparametric Calibration
- Estimating distribution functions from survey data
- A functional approach to estimating finite population distribution functions
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