An Improved Class of Robust Ratio Estimators by Using the Minimum Covariance Determinant Estimation

Abstract

In this article, ratio estimators for the population mean have suggested using the robust covariance estimation under the simple random scheme. Zaman and Bulut have developed a class of ratio-type estimators for the mean estimation by utilizing robust regression coefficients. In this paper, we extend the estimators presented in Zaman and Bulut by using minimum covariance determinant (MCD) robust covariance estimation. The mean square error (MSE) equation for the new estimators is obtained. These theoretical results are supported with the aid of numerical example and simulation based on dataset that include outliers. © 2019 Taylor & Francis Group, LLC.