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Calibrated Edgeworth expansions of finite population L-statistics

Author

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  • Andrius Čiginas
  • Dalius Pumputis

Abstract

A short Edgeworth expansion is approximated for the distribution function of a Studentized linear combination of order statistics computed on a random sample drawn without replacement from a finite population, and using auxiliary data available for the population units. Simulations show an improvement over the usual Gaussian approximation and previous empirical Edgeworth expansions. Naive synthetic estimates of the distribution function, based on the auxiliary data only, yield accurate results when the auxiliary variable is well correlated with the study variable.

Suggested Citation

  • Andrius Čiginas & Dalius Pumputis, 2020. "Calibrated Edgeworth expansions of finite population L-statistics," Mathematical Population Studies, Taylor & Francis Journals, vol. 27(2), pages 59-80, April.
    • Handle: RePEc:taf:mpopst:v:27:y:2020:i:2:p:59-80
    DOI: 10.1080/08898480.2018.1553408
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    Cited by:

    1. C. S. Withers, 2024. "5th-Order Multivariate Edgeworth Expansions for Parametric Estimates," Mathematics, MDPI, vol. 12(6), pages 1-28, March.

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