2009IRAQI JOURNAL OF STATISTICAL SCIENCESOpen access

Employment Bootstrapping Approach to Finding New Ratio Estimators in Simple Random Sampling

Author information unavailable

Open full text 0 citations

Abstract

This research boils down to find new ratio estimators instead of estimators of (Kadilar and Cingi ;2004) by replacing the regression parameter of the final estimators, which is estimated by ordinary least squares, with new parameter estimated by bootstrapping regression under specified conditions which have more accuracy than the first estimators. The mean square error (MSE) was used to check the accuracy of new estimators, Then we fiend Relative Efficiencies for all proposed estimators. This work was supported with numerical examples and simulations .

Open-access reader

About this research paper

What this paper is about

This research boils down to find new ratio estimators instead of estimators of (Kadilar and Cingi ;2004) by replacing the regression parameter of the final estimators, which is estimated by ordinary least squares, with new parameter estimated by bootstrapping regression under specified conditions which have more accuracy than the first estimators. The mean square error (MSE) was used to check the accuracy of new estimators, Then we fiend Relative Efficiencies for all proposed estimators. This work was supported with numerical examples and simulations .

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

This research boils down to find new ratio estimators instead of estimators of (Kadilar and Cingi ;2004) by replacing the regression parameter of the final estimators, which is estimated by ordinary least squares, with new parameter estimated by bootstrapping regression under specified conditions which have more accuracy than the first estimators. The mean square error (MSE) was used to check the accuracy of new estimators, Then we fiend Relative Efficiencies for all proposed estimators. This work was supported with numerical examples and simulations .

Key concepts: Bootstrapping (finance), Simple random sample, Estimator, Statistics, Simple (philosophy), Sampling (signal processing), Econometrics, Mathematics

Related papers

Back to paper searchBrowse research topicsOriginal source
Employment Bootstrapping Approach to Finding New Ratio Estimators in Simple Random Sampling — Research Paper | ScholarLens