Robust Linear Prediction in Finite Populations
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Publication:3341657
DOI10.2307/1402589zbMath0549.62007OpenAlexW2325366210WikidataQ58636110 ScholiaQ58636110MaRDI QIDQ3341657
Josemar Rodrigues, Carlos Alberto de Bragança Pereira
Publication date: 1983
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1402589
linear modelssurvey samplingbest linear predictorsuperpopulation approachbalanced sampleoverbalanced samplerobustness of linear predictorsxi-model
Related Items (11)
A note on the missing value principle and the EM-algorithm for estimation and prediction in sampling from finite populations with a multinormal superpopulation model ⋮ The coordinate-free estimation in finite population sampling ⋮ Quadratic prediction problems in finite populations ⋮ Some asymptotic results in finite populations ⋮ Admissible prediction in superpopulation models with random regression coefficients under matrix loss function ⋮ On quadratic prediction problems in finite populations ⋮ Asymptotically design-unbiased predictors for two-stage sampling ⋮ Optimal prediction in finite populations under matrix loss ⋮ Quadratic prediction problems in multivariate linear models ⋮ Admissible Linear Predictors in the Superpopulation Model with Respect to Inequality Constraints ⋮ Permutation Matrix with Application to Optimal Invariant Quadratic Prediction in Finite Populations
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