A Comparison of two Robust Estimation Methods for Business Surveys
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]
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|Source:||International Statistical Review|
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