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Post-stratified calibration method for estimating quantiles

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Listed:
  • Martínez, S.
  • Rueda, M.
  • Arcos, A.
  • Martínez, H.
  • Sánchez-Borrego, I.

Abstract

The estimation of quantiles in the presence of auxiliary information is discussed. Calibration and poststratification techniques provide simple and practical procedures for incorporating auxiliary information into the estimation of distribution functions, which can offer some useful gains in efficiency. The estimator proposed combines these techniques and possesses a number of desirable properties, including yielding a genuine distribution function, providing simplicity of computation and generalizing Silva and Skinner's estimator. This proposed procedure is compared to alternative methods. On the basis of simulation studies, the proposed post-stratified calibration estimator presents a good level of performance and comprises a valid alternative to other estimators of the distribution function.

Suggested Citation

  • Martínez, S. & Rueda, M. & Arcos, A. & Martínez, H. & Sánchez-Borrego, I., 2011. "Post-stratified calibration method for estimating quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 838-851, January.
    • Handle: RePEc:eee:csdana:v:55:y:2011:i:1:p:838-851
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    References listed on IDEAS

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    1. Sarjinder Singh, 2001. "Generalized Calibration Approach for Estimating Variance in Survey Sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(2), pages 404-417, June.
    2. M. Rueda & J.F. Muñoz, 2009. "New Model‐assisted Estimators for the Distribution Function Using the Pseudo Empirical Likelihood Method," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(2), pages 227-244, May.
    3. M. Mar Rueda & Antonio Arcos & M. Dolores Martínez, 2003. "Difference estimators of quantiles in finite populations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(2), pages 481-496, December.
    4. Rueda, M. & Martinez, S. & Martinez, H. & Arcos, A., 2006. "Mean estimation with calibration techniques in presence of missing data," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3263-3277, July.
    5. Rueda, Maria del Mar & Arcos, Antonio & Munoz, Juan Francisco & Singh, Sarjinder, 2007. "Quantile estimation in two-phase sampling," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2559-2572, February.
    6. Stearns, Matthew & Singh, Sarjinder, 2008. "On the estimation of the general parameter," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4253-4271, May.
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