Dual-type quantile regression approach for mean estimation incorporating sampled and non-sampled data
Drawing inspiration from recent advancements in robust mean estimation within finite sampling theory, we introduce a novel dual-type class of mean estimators in a design-based framework. The dual-type class is based on quantile regression and is specifically designed to be effective in the presence...
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Published in | Heliyon Vol. 10; no. 10; p. e31034 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
England
Elsevier Ltd
30.05.2024
Elsevier |
Subjects | |
Online Access | Get full text |
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