Abstract
The weak convergence of the quantile processes, which are constructed based on different estimators of the finite population quantiles, is shown under various well-known sampling designs based on a superpopulation model. The results related to the weak convergence of these quantile processes are applied to find asymptotic distributions of the smooth L-estimators and the estimators of smooth functions of finite population quantiles. Based on these asymptotic distributions, confidence intervals are constructed for several finite population parameters like the median, the α-trimmed means, the interquartile range and the quantile based measure of skewness. Comparisons of various estimators are carried out based on their asymptotic distributions. We show that the use of the auxiliary information in the construction of the estimators sometimes has an adverse effect on the performances of the smooth L-estimators and the estimators of smooth functions of finite population quantiles under several sampling designs. Further, the performance of each of the above-mentioned estimators sometimes becomes worse under sampling designs, which use the auxiliary information, than their performances under simple random sampling without replacement (SRSWOR).
Acknowledgments
The authors would like to thank three anonymous reviewers and an Associate Editor for their critical comments and constructive suggestions.
Citation
Anurag Dey. Probal Chaudhuri. "Quantile processes and their applications in finite populations." Ann. Statist. 52 (5) 2194 - 2216, October 2024. https://doi.org/10.1214/24-AOS2432
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