On estimating quantiles using auxiliary information


Berger, Y.B. and Munoz, J.F. (2010) On estimating quantiles using auxiliary information. Canadian Journal of Statistics (Submitted).

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Description/Abstract

A novel method for estimating quantiles using auxiliary information is proposed. The proposed estimator is based upon the regression estimator of a transformation of the variable of interest. We show that the proposed estimator is consistent and asymptotically unbiased under some regularity conditions. Simulation studies support our finding and show that the proposed estimator can be more
accurate than its competitors.

Item Type: Article
ISSNs: 0319-5724 (print)
Related URLs:
Keywords: box-cox transformation, regression estimator, distribution function, normal distribution, sample survey
Subjects: H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
Item ID: 159273
Date Deposited: 30 Jun 2010 10:35
Last Modified: 08 Jun 2012 12:53
Contributors: Berger, Y.B. (Author)
Munoz, J.F. (Author)
Date: 2010
Status: Submitted
URI: http://eprints.soton.ac.uk/id/eprint/159273

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