A new class of robust ratio estimators for finite population variance

Articles in Press

Document Type : Article

Authors

1 Cankırı Karatekin University, Faculty of Science, Department of Statistics, 18100 Cankırı, Turkey

2 Ondokuz Mayıs University, Faculty of Science, Department of Statistics, 55139 Samsun, Turkey

Abstract

It is a general practice to use robust estimates to improve ratio estimators using functions of the parameters of an auxiliary variable. In this study, a new class of robust estimators based upon the minimum covariance determinant (MCD) and the minimum volume ellipsoid (MVE) robust covariance estimates have been suggested for estimating population variance in the presence of outlier values in the data set for the simple random sampling. The expression for the mean square error (MSE) of the proposed class of estimators is derived from the first degree of approximation. The efficiency of the proposed class of robust estimators is compared with some competing estimators discussed in the literature and found that proposed estimators are better than other mentioned estimators here. In addition, real data set and simulation studies are performed to present the efficiencies of the estimators. We demonstrate theoretically and numerically that the proposed class of estimators performs better than all other competitor estimators under all situations.

Keywords

References

References
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Scientia Iranica

Articles in Press, Accepted Manuscript
Available Online from 04 January 2022

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History

  • Receive Date: 15 November 2020
  • Revise Date: 12 October 2021
  • Accept Date: 03 January 2022

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