A General Theory of Prediction in Finite Populations

DOI10.2307/1402888zbMath0607.62003OpenAlexW2313175287MaRDI QIDQ3746648

Heleno Bolfarine, Josemar Rodrigues, André Rogatko

Publication date: 1985

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1402888

zbMATH Keywords

mean squared errorlinear modelOptimalitysuperpopulation approachbias-free predictorcomplete and sufficient statisticmodel- unbiasednessprediction of quadratic formsrobustness of quadratic predictorssensitivity to model misspecificationuniqueness of a best predictor

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05)

Related Items (13)

Finite population prediction under dynamic generalized linear models ⋮ Equivariant prediction in finite populations ⋮ Population variance prediction under normal dynamic superpopulation models ⋮ Some asymptotic results in finite populations ⋮ On quadratic prediction problems in finite populations ⋮ Equilibrated strategy for population variance estimation ⋮ Model-complete strategies for sampling from convex autocorrelated finite populations ⋮ Finite-population prediction under error-in-variables superpopulation models ⋮ Best quadratic predictions in finite populations ⋮ Permutation Matrix with Application to Optimal Invariant Quadratic Prediction in Finite Populations ⋮ Empirical bayesian prediction in the location error in variables superpopulation model ⋮ Bayes and minimax prediction in finite populations ⋮ On predicting the finite population distribution function

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