Estimating asymptotic variance of M-estimators in ranked set sampling

被引：6
|
作者：
Mahdizadeh, M. [1 ]
Zamanzade, Ehsan [2 ]
机构：
[1] Hakim Sabzevari Univ, Dept Stat, POB 397, Sabzevar, Iran
[2] Univ Isfahan, Dept Stat, Esfahan 8174673441, Iran
来源：
COMPUTATIONAL STATISTICS | 2020年 / 35卷 / 04期
关键词：
Judgment ranking; M-estimation; Robustness;
D O I：
10.1007/s00180-019-00946-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
M-estimator for symmetric location families in ranked set sampling has been studied in the literature. Estimating asymptotic variance of this estimator has not been addressed yet. To fill this gap, we develop two consistent estimators in this article. The proposed estimators are then utilized to construct confidence intervals for the location parameter. Monte Carlo simulations are employed to assess performance of the intervals. Finally, an empirical study is presented for illustration.
引用
收藏
页码：1785 / 1803
页数：19
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