Generalised regression estimation via the bootstrap
A generalised regression estimation procedure is proposed that can lead to much improved estimation of population characteristics, such as quantiles, variances and coefficients of variation. The method involves conditioning on the discrepancy between an estimate of an auxiliary parameter and its known population value. The key distributional assumption is joint asymptotic normality of the estimates of the target and auxiliary parameters. This assumption implies that the relationship between...[Show more]
|Collections||ANU Research Publications|
|Source:||Australian and New Zealand Journal of Statistics|
|01_Booth_Generalised_regression_2020.pdf||632.55 kB||Adobe PDF||Request a copy|
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