On the large sample theory of the multivariate ratio estimator

DOI10.1080/03610928308828538zbMath0521.62007OpenAlexW2021492963MaRDI QIDQ3670348

Der-Shin Chang

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828538

zbMATH Keywords

weak law of large numberssimple random samplinglarge sample theoryasymptotic normality of multivariate ratio estimatorconsistency of variance estimatorfinite population central limit theoremLindeberg-Hajek condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sampling theory, sample surveys (62D05)

Cites Work

• Unnamed Item
• MULTIVARIATE RATIO ESTIMATION FOR FINITE POPULATIONS
• On the Limiting Distributions of Estimates Based on Samples from Finite Universes

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