The University of Southampton
University of Southampton Institutional Repository

Robust estimation of small-area means and quantiles

Tzavidis, Nikos, Marchetti, Stefano and Chambers, Ray (2010) Robust estimation of small-area means and quantiles Australian and New Zealand Journal of Statistics, 52, (2), pp. 167-186. (doi:10.1111/j.1467-842X.2010.00572.x).

Record type: Article


Small-area estimation techniques have typically relied on plug-in estimation based on models containing random area effects. More recently, regression M-quantiles have been suggested for this purpose, thus avoiding conventional Gaussian assumptions, as well as problems associated with the specification of random effects. However, the plug-in M-quantile estimator for the small-area mean can be shown to be the expected value of this mean with respect to a generally biased estimator of the small-area cumulative distribution function of the characteristic of interest. To correct this problem, we propose a general framework for robust small-area estimation, based on representing a small-area estimator as a functional of a predictor of this small-area cumulative distribution function. Key advantages of this framework are that it naturally leads to integrated estimation of small-area means and quantiles and is not restricted to M-quantile models. We also discuss mean squared error estimation for the resulting estimators, and demonstrate the advantages of our approach through model-based and design-based simulations, with the latter using economic data collected in an Australian farm survey.

Full text not available from this repository.

More information

Published date: June 2010
Keywords: australian farm data, chambers–dunstan estimator, finite-population distribution function, m-quantile regression, rao–kovar–mantel estimator, robust regression, small-area estimation, smearing estimator
Organisations: Social Statistics


Local EPrints ID: 181889
ISSN: 1369-1473
PURE UUID: 70258726-0935-4276-9e59-d099cd374e55

Catalogue record

Date deposited: 19 Apr 2011 14:40
Last modified: 18 Jul 2017 11:58

Export record



Author: Nikos Tzavidis
Author: Stefano Marchetti
Author: Ray Chambers

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton:

ePrints Soton supports OAI 2.0 with a base URL of

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.