Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
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Recommendations
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Cites work
- A functional approach to estimating finite population distribution functions
- Bandwith selection for the smoothing of distribution functions
- Bias Robust Estimation in Finite Populations Using Nonparametric Calibration
- Bootstrap Methods for Finite Populations
- Estimating distribution functions from survey data
- Estimators of the finite population distribution function using nonparametric regression
- 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
- The jackknife and bootstrap
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
Cited in
(7)- 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
- Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function
- Calibration methods for estimating quantiles
- New model-assisted estimators for the distribution function using the pseudo empirical likelihood method
- Estimation of a finite population distribution function based on a linear model with unknown heteroscedastic errors
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