分位数过程及其在有限总体中的应用

Quantile processes and their applications in finite populations

Annals of Statistics · 2024
被引 2
ABS 4★

中文导读

研究了基于不同有限总体分位数估计量的分位数过程的弱收敛性,并应用于构造中位数、α-修剪均值等参数的置信区间,发现使用辅助信息有时会降低估计量性能。

Abstract

The weak convergence of the quantile processes, which are constructed based on different estimators of the finite population quantiles, is shown under various well-known sampling designs based on a superpopulation model. The results related to the weak convergence of these quantile processes are applied to find asymptotic distributions of the smooth L-estimators and the estimators of smooth functions of finite population quantiles. Based on these asymptotic distributions, confidence intervals are constructed for several finite population parameters like the median, the α-trimmed means, the interquartile range and the quantile based measure of skewness. Comparisons of various estimators are carried out based on their asymptotic distributions. We show that the use of the auxiliary information in the construction of the estimators sometimes has an adverse effect on the performances of the smooth L-estimators and the estimators of smooth functions of finite population quantiles under several sampling designs. Further, the performance of each of the above-mentioned estimators sometimes becomes worse under sampling designs, which use the auxiliary information, than their performances under simple random sampling without replacement (SRSWOR).

计量经济学统计学抽样设计分位数估计