A Comparison of two Robust Estimation Methods for Business Surveys

DOI10.1111/INSR.12177MaRDI QIDQ6064686zbMATH OpenOpenAlexFDO

Authors

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

bootstrapinfluential valuesM-estimationmean squared errormovement estimationoutliersrobustnesssample surveyWinsorisation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A domain outlier robust design and smooth estimation approach
• A unified approach to robust estimation in finite population sampling
• An Estimator for a Population Mean which Reduces the Effect of Large True Observations
• An Introduction to Model-Based Survey Sampling with Applications
• scientific article; zbMATH DE number 3549966 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Model assisted survey sampling
• Outlier Resistant Alternatives to the Ratio Estimator
• Outlier Robust Finite Population Estimation
• Point estimation using tail modelling for right skew populations
• Robust Automatic Methods for Outlier and Error Detection
• Robust Statistics

Cited in

(5)

• A note on the comparability of business survey indices
• scientific article; zbMATH DE number 910698 (Why is no real title available?)
• Revisiting sample allocation methods: a simulation-based comparison
• scientific article; zbMATH DE number 6458389 (Why is no real title available?)
• Bias calibration for robust estimation in small areas

This page was built for publication: A Comparison of two Robust Estimation Methods for Business Surveys

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6064686)