Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function
From MaRDI portal
Publication:4819552
DOI10.1080/10485250310001622604zbMath1053.62055OpenAlexW2004415333MaRDI QIDQ4819552
José Manuel Prada-Sánchez, María José Lombardía, Wenceslao González Manteiga
Publication date: 27 September 2004
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250310001622604
Nonparametric regression and quantile regression (62G08) Sampling theory, sample surveys (62D05) Nonparametric statistical resampling methods (62G09)
Related Items (2)
Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models ⋮ ROBUST ESTIMATION OF SMALL-AREA MEANS AND QUANTILES
Cites Work
- Unnamed Item
- Unnamed Item
- 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
- Approximation Theorems of Mathematical Statistics
- Properties of estimators of the finite population distribution function
- Bandwith selection for the smoothing of distribution functions
- Bootstrap Methods for Finite Populations
- Estimating distribution functions from survey data
- On Non-Parametric Estimates of Density Functions and Regression Curves
This page was built for publication: Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function