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

DOI10.1080/10485250310001622604zbMATH Open1053.62055OpenAlexW2004415333MaRDI QIDQ4819552FDOQ4819552

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

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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)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Title not available (Why is that?)
• Bootstrap Methods for Finite Populations
• Bandwith selection for the smoothing of distribution functions
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Title not available (Why is that?)
• Estimating distribution functions from survey data
• Properties of estimators of the finite population distribution function
• Estimators of the finite population distribution function using nonparametric regression

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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