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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Bibliographic Details
Published inHeliyon Vol. 10; no. 10; p. e31034
Main Authors Alomair, Abdullah Mohammed, Iftikhar, Soofia
Format Journal Article
LanguageEnglish
Published England Elsevier Ltd 30.05.2024
Elsevier
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