Best Invariant and Minimax Estimation of Quantiles in Finite Populations

Malinovsky, Yaakov and Rinott, Yosef (2010) Best Invariant and Minimax Estimation of Quantiles in Finite Populations. [Discussion Paper]. p. 23. Discussion Paper Series (No. 553). (Submitted)

[img]
Preview
PDF (Full text) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
274Kb

Official URL: http://ratio.huji.ac.il/node/2206

Related URLs:

Abstract/Index

We study estimation of finite population quantiles, with emphasis on estimators that are invariant under monotone transformations of the data, and suitable invariant loss functions. We discuss non-randomized and randomized estimators, best invariant and minimax estimators and sampling strategies relative to different classes. The combination of natural invariance of the kind discussed here, and finite population sampling appears to be novel, and leads to interesting statistical and combinatorial aspects.


Item Type:Report / Paper (Discussion Paper)
Research documents and activity classification:Working Papers > Non-Refereed Working Papers / of national relevance only
Divisions:Department of Business and Management
MIUR Scientific Area:Area 13 - Economics and Statistics > SECS-P/05 Econometrics
Deposited By:Maria Teresa Nistico
Deposited On:20 Dec 2010 11:21
Last Modified:23 Apr 2013 16:28

Repository Staff Only: item control page