Dual-type quantile regression approach for mean estimation incorporating sampled and non-sampled data
Drawing inspiration from recent advancements in robust mean estimation within finite sampling theory, we introduce a novel dual-type class of mean estimators in a design-based framework. The dual-type class is based on quantile regression and is specifically designed to be effective in the presence...
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| Principais autores: | , |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
Elsevier
2024-05-01
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| סדרה: | Heliyon |
| נושאים: | |
| גישה מקוונת: | http://www.sciencedirect.com/science/article/pii/S2405844024070658 |
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