Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data

DOI10.1515/spma-2016-0020zbMath1392.62028OpenAlexW2357821705MaRDI QIDQ287607

Stephen J. Haslett

Publication date: 23 May 2016

Published in: Special Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/spma-2016-0020

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items (1)

Best linear unbiased estimation for varying probability with and without replacement sampling

Cites Work

• Equality of BLUES or BLUPS under two linear models using stochastic restrictions
• Model assisted survey sampling
• Cauchy's interlace theorem and lower bounds for the spectral radius
• Sampling Statistics
• Analysis of Survey Data
• A Generalization of Sampling Without Replacement From a Finite Universe
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data