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Re-calibration of sample means

2011/06/22 by Eitan Greenshtein, E. Greenshtein, Ya’acov Ritov +3
Mathematics · #Advanced Statistical Methods and Models #Applications (stat.AP) #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #stat.AP #stat.ME

paper · pdf · doi:10.48550/arxiv.1106.4500

arxiv created 2011/06/22 · openalex publication_date 2011/06/22 · arxiv updated 2011/06/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider the problem of calibration and the GREG method as suggested and studied in Deville and Sarndal (1992). We show that a GREG type estimator is typically not minimal variance unbiased estimator even asymptotically. We suggest a similar estimator which is unbiased but is asymptotically with a minimal variance.

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