Some shrunken predictors in finite populations with a multinormal superpopulation model (Q1094020)

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scientific article; zbMATH DE number 4024500
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Some shrunken predictors in finite populations with a multinormal superpopulation model
scientific article; zbMATH DE number 4024500

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    Some shrunken predictors in finite populations with a multinormal superpopulation model (English)
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    1987
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    We derive some alternative estimators of the superparameter and predictors of the population total for a multinormal superpopulation model. The estimators and predictors obtained are better than the maximum likelihood predictor near the ``natural origin'' though possibly worse farther away. The technique employed is to shrink the maximum likelihood predictor towards a ``natural origin''. With a numerical example, it is shown that the shrunken predictor of the population total works better than the maximum likelihood predictor for small sample sizes and near the ``natural origin''. A combined predictor which is not as good as the shrunken predictor near the origin but not disasterously far away from the origin is introduced.
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    superparameter
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    population total
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    multinormal superpopulation model
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    natural origin
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    maximum likelihood predictor
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    numerical example
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    shrunken predictor
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