A Comparison of two Robust Estimation Methods for Business Surveys

DOI10.1111/INSR.12177OpenAlexW2336156523MaRDI QIDQ6064686

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Publication date: 10 November 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/391619/1/comparison%2520of%2520two%2520robust%2520estimation%2520methods%2520-%2520accepted%2520version.pdf

zbMATH Keywords

bootstrapoutliersrobustnessmean squared errorsample surveyM-estimationWinsorisationinfluential valuesmovement estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Revisiting sample allocation methods: a simulation-based comparison

Cites Work

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• Model assisted survey sampling
• A domain outlier robust design and smooth estimation approach
• An Introduction to Model-Based Survey Sampling with Applications
• Outlier Robust Finite Population Estimation
• Outlier Resistant Alternatives to the Ratio Estimator
• Point estimation using tail modelling for right skew populations
• Robust Automatic Methods for Outlier and Error Detection
• A unified approach to robust estimation in finite population sampling
• An Estimator for a Population Mean which Reduces the Effect of Large True Observations
• Robust Statistics

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