Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function

DOI10.1080/10485250310001622604MaRDI QIDQ4819552zbMATHOpenAlexFDO

Authors 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

zbMATH Keywords

auxiliary informationkernel estimationbandwidthresampling methods

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Sampling theory, sample surveys (62D05) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 3476465 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Bandwith selection for the smoothing of distribution functions
• Bootstrap Methods for Finite Populations
• Estimating distribution functions from survey data
• Estimators of the finite population distribution function using nonparametric regression
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Properties of estimators of the finite population distribution function
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(4)

• New model-assisted estimators for the distribution function using the pseudo empirical likelihood method
• Robust estimation of small-area means and quantiles
• Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
• Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models

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