Improved Horvitz-Thompson estimator in survey sampling
文献类型：期刊论文
| 作者 | Zong, Xianpeng1; Zhu, Rong2 ; Zou, Guohua1
|
| 刊名 | SURVEY METHODOLOGY
 |
| 出版日期 | 2019 |
| 卷号 | 45期号:1页码:165-184 |
| 关键词 | Horvitz-Thompson estimator Inverse probability weighting Hard-threshold Robustness Unequal probability sampling Sampling without/with replacement Ratio estimator |
| ISSN号 | 0714-0045 |
| 英文摘要 | The Horvitz-Thompson (HT) estimator is widely used in survey sampling. However, the variance of the HT estimator becomes large when the inclusion probabilities are highly heterogeneous. To overcome this shortcoming, in this paper we propose a hard-threshold method for the first-order inclusion probabilities. Specifically, we carefully choose a threshold value, then replace the inclusion probabilities smaller than the threshold by the threshold. Through this shrinkage strategy, we construct a new estimator called the improved Horvitz-Thompson (IHT) estimator to estimate the population total. The IHT estimator increases the estimation accuracy much although it brings a bias which is relatively small. We derive the IHT estimator's mean squared error and its unbiased estimator, and theoretically compare the IHT estimator with the HT estimator. We also apply our idea to construct an improved ratio estimator. We numerically analyze simulated and real data sets to illustrate that the proposed estimators are more efficient and robust than the classical estimators. |
| 资助项目 | National Natural Science Foundation of China[11529101] ; National Natural Science Foundation of China[11331011] ; Ministry of Science and Technology of China[2016YFB0502301] |
| WOS研究方向 | Mathematical Methods In Social Sciences ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000467059100010 |
| 出版者 | STATISTICS CANADA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/34679]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Zhu, Rong |
| 作者单位 | 1.Capital Normal Univ, Sch Math Sci, Beijing 100048, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zong, Xianpeng,Zhu, Rong,Zou, Guohua. Improved Horvitz-Thompson estimator in survey sampling[J]. SURVEY METHODOLOGY,2019,45(1):165-184. |
| APA | Zong, Xianpeng,Zhu, Rong,&Zou, Guohua.(2019).Improved Horvitz-Thompson estimator in survey sampling.SURVEY METHODOLOGY,45(1),165-184. |
| MLA | Zong, Xianpeng,et al."Improved Horvitz-Thompson estimator in survey sampling".SURVEY METHODOLOGY 45.1(2019):165-184. |
入库方式： OAI收割
来源：数学与系统科学研究院
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