Distribution function estimation with calibration on principal components

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, prov...

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Bibliographic Details
Main Authors: Martínez Puertas, Sergio, Illescas Manzano, María Dolores, Rueda García, María del Mar
Format: info:eu-repo/semantics/article
Language:English
Published: 2023
Online Access:http://hdl.handle.net/10835/14845
https://doi.org/10.1016/j.cam.2023.115189
Description
Summary: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.