Distribution function estimation with calibration on principal components
Identificadores
URI: http://hdl.handle.net/10835/14845
ISSN: 1879-1778
DOI: https://doi.org/10.1016/j.cam.2023.115189
ISSN: 1879-1778
DOI: https://doi.org/10.1016/j.cam.2023.115189
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2023-11-03Resumen
The calibration method is a convenient means of incorporating auxiliary information when several parameters must be estimated. This approach has recently been used to develop new estimators for the distribution function. However, the auxiliary information available may generate a large dataset, provoking a loss of efficiency in the estimators obtained, due to over-calibration. We propose adapting the calibration using principal components, in order to avoid the negative consequences of over-calibration when estimating the distribution function.