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Estimation of the finite population distribution function using a global penalized calibration method
AStA Advances in Statistical Analysis ( IF 1.4 ) Pub Date : 2018-02-23 , DOI: 10.1007/s10182-018-0321-z
J. A. Mayor-Gallego , J. L. Moreno-Rebollo , M. D. Jiménez-Gamero

Auxiliary information \({\varvec{x}}\) is commonly used in survey sampling at the estimation stage. We propose an estimator of the finite population distribution function \(F_{y}(t)\) when \({\varvec{x}}\) is available for all units in the population and related to the study variable y by a superpopulation model. The new estimator integrates ideas from model calibration and penalized calibration. Calibration estimates of \(F_{y}(t)\) with the weights satisfying benchmark constraints on the fitted values distribution function \(\hat{F}_{\hat{y}}=F_{\hat{y}}\) on a set of fixed values of t can be found in the literature. Alternatively, our proposal \(\hat{F}_{y\omega }\) seeks an estimator taking into account a global distance \(D(\hat{F}_{\hat{y}\omega },F_{\hat{y}})\) between \(\hat{F}_{\hat{y}\omega }\) and \({F}_{\hat{y}},\) and a penalty parameter \(\alpha \) that assesses the importance of this term in the objective function. The weights are explicitly obtained for the \(L^2\) distance and conditions are given so that \(\hat{F}_{y\omega }\) to be a distribution function. In this case \(\hat{F}_{y\omega }\) can also be used to estimate the population quantiles. Moreover, results on the asymptotic unbiasedness and the asymptotic variance of \(\hat{F}_{y\omega }\), for a fixed \(\alpha \), are obtained. The results of a simulation study, designed to compare the proposed estimator to other existing ones, reveal that its performance is quite competitive.

中文翻译:

使用全局惩罚校准方法估算有限人口分布函数

辅助信息\({\ varvec {x}} \)通常在估计阶段的调查抽样中使用。我们提出了有限的人口分布函数的估计\(F_ {Y}(T)\)\({\ varvec {X}} \)可用于人口各单位及相关的研究变量ÿ由人口模型。新的估算器整合了模型校准和惩罚性校准的思想。权重满足拟合值分布函数\(\ hat {F} _ {\ hat {y}} = F _ {\ hat {y}}的权重\(F_ {y}(t)\)的校准估计\)关于t的一组固定值可以在文献中找到。另外,我们的建议\(\ hat {F} _ {y \ omega} \)在考虑全局距离的情况下寻找一个估计量\(D(\ hat {F} _ {\ hat {y} \ omega},F _ {\ hat {y }})\)\(\ hat {F} _ {\ hat {y} \ omega} \)\({F} _ {\ hat {y}},\)和惩罚参数\(\ alpha \)评估此术语在目标函数中的重要性。明确地获得了\(L ^ 2 \)距离的权重,并给出了条件,以使\(\ hat {F} _ {y \ omega} \)成为分布函数。在这种情况下,\(\ hat {F} _ {y \ omega} \)也可以用于估计总体分位数。此外,关于\(\ hat {F} _ {y \ omega} \)的渐近无偏性和渐近​​方差的结果对于固定的\(\ alpha \),获得。仿真研究的结果旨在将建议的估算器与其他现有估算器进行比较,结果表明其性能颇具竞争力。
更新日期:2018-02-23
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