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Re-calibration of sample means

Authors: E. Greenshtein, Y. Ritov
Journal: arXiv
mental health psychology open access

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.