Estimating asymptotic variance of M-estimators in ranked set sampling

被引：0
|
作者：
M. Mahdizadeh
Ehsan Zamanzade
机构：
[1] Hakim Sabzevari University,Department of Statistics
[2] University of Isfahan,Department of Statistics
来源：
Computational Statistics | 2020年 / 35卷
关键词：
Judgment ranking; M-estimation; Robustness;
D O I：
暂无
中图分类号：
学科分类号：
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：18
相关论文
共 50 条
  • [41] On stratified ranked set sampling for the quest of an optimal class of estimators
    Bhushan, Shashi
    Kumar, Anoop
    Hussam, Eslam
    Mustafa, Manahil SidAhmed
    Zakarya, Mohammed
    Alharbi, Wedad R.
    ALEXANDRIA ENGINEERING JOURNAL, 2024, 86 : 79 - 97
  • [42] Some Shrinkage estimators based on median ranked set sampling
    Ebegil, Meral
    Ozdemir, Yaprak Arzu
    Gokpinar, Fikri
    JOURNAL OF APPLIED STATISTICS, 2021, 48 (13-15) : 2473 - 2498
  • [43] Unbiased ratio estimators of the mean in stratified ranked set sampling
    Khan, Lakhkar
    Shabbir, Javid
    Gupta, Sat
    HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2017, 46 (06): : 1151 - 1158
  • [44] Modified ratio estimators using stratified ranked set sampling
    Mandowara, V. L.
    Mehta , Nitu
    HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2014, 43 (03): : 461 - 471
  • [45] Ranked-set sampling with regression-type estimators
    Chen, ZH
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2001, 92 (1-2) : 181 - 192
  • [46] On some novel classes of estimators using ranked set sampling
    Bhushan, Shashi
    Kumar, Anoop
    Lone, Showkat Ahmad
    ALEXANDRIA ENGINEERING JOURNAL, 2022, 61 (07) : 5465 - 5474
  • [47] ASYMPTOTIC-BEHAVIOR OF M-ESTIMATORS FOR THE LINEAR-MODEL
    YOHAI, VJ
    MARONNA, RA
    ANNALS OF STATISTICS, 1979, 7 (02): : 258 - 268
  • [48] ASYMPTOTIC NORMALITY OF M-ESTIMATORS IN NONHOMOGENEOUS HIDDEN MARKOV MODELS
    Jensen, Jens Ledet
    JOURNAL OF APPLIED PROBABILITY, 2011, 48A : 295 - 306
  • [49] Asymptotic normality of M-estimators in a semiparametric model with longitudinal data
    Tang Qingguo
    METRIKA, 2009, 69 (01) : 55 - 67
  • [50] Conditions of Asymptotic Normality of One-Step M-Estimators
    Linke Y.Y.
    Sakhanenko A.I.
    Journal of Mathematical Sciences, 2018, 230 (1) : 95 - 111
12345