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A Comparison of two Robust Estimation Methods for Business Surveys

Clark, Robert; Kokic, Philip N.; Smith, Paul A.


Two alternative robust estimation methods often employed by National Statistical Institutes inbusiness surveys are two-sided M-estimation and one-sided Winsorisation, which can be regardedas an approximate implementation of one-sided M-estimation. We review these methods andevaluate their performance in a simulation of a repeated rotating business survey based on datafrom the Retail Sales Inquiry conducted by the UK Office for National Statistics. One-sidedand two-sided M-estimation are found to...[Show more]

CollectionsANU Research Publications
Date published: 2017
Type: Journal article
Source: International Statistical Review
DOI: 10.1111/insr.12177


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