Design-Based Estimation for Geometric Quantiles

نویسندگان

  • MOHAMED CHAOUCH
  • CAMELIA GOGA
چکیده

In this paper, we are interested in estimating geometric quantiles when data are obtained in a complex survey. Geometric quantiles defined by Chaudhuri (1996) are an extension of univariate quantiles in the multivariate set-up that uses the geometry of multivariate data clouds. A very important application of them is the detection of outliers in multivariate data through quantile contours. This work aims at constructing a design-based estimator of geometric quantiles and using it to construct quantile contours for detecting outliers in surveys. We also propose an algorithm for computing geometric quantile estimation. Under broad assumptions, we derive the asymptotic variance of the quantile estimator and propose a consistent estimator. Finally, the good behavior of the geometric quantile estimator is verified through a simulation study.

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تاریخ انتشار 2009