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Estimating asymptotic variance of M-estimators in ranked set sampling

Author

Listed:
  • M. Mahdizadeh

    (Hakim Sabzevari University)

  • Ehsan Zamanzade

    (University of Isfahan)

Abstract

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.

Suggested Citation

  • M. Mahdizadeh & Ehsan Zamanzade, 2020. "Estimating asymptotic variance of M-estimators in ranked set sampling," Computational Statistics, Springer, vol. 35(4), pages 1785-1803, December.
    • Handle: RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-019-00946-3
    DOI: 10.1007/s00180-019-00946-3
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    References listed on IDEAS

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    1. Nader Gemayel & Elizabeth Stasny & James Tackett & Douglas Wolfe, 2012. "Ranked set sampling: an auditing application," Review of Quantitative Finance and Accounting, Springer, vol. 39(4), pages 413-422, November.
    2. Zamanzade, Ehsan & Mahdizadeh, M., 2017. "A more efficient proportion estimator in ranked set sampling," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 28-33.
    3. Xiaoyue Zhao & Zehua Chen, 2002. "On the Ranked-Set Sampling M-Estimates for Symmetric Location Families," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 626-640, September.
    4. Omer Ozturk, 2019. "Post-stratified Probability-Proportional-to-Size Sampling from Stratified Populations," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(4), pages 693-718, December.
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    Cited by:

    1. M. Mahdizadeh & Ehsan Zamanzade, 2022. "New insights on goodness-of-fit tests for ranked set samples," Statistical Papers, Springer, vol. 63(6), pages 1777-1799, December.

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