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  Far East Journal of Theoretical Statistics  
 ISSN: 0972-0863
 
 
 

     Far East Journal of Theoretical Statistics
    Volume 25, Issue 1, Pages 39 - 49 (May 2008)


ON ROBUSTNESS OF OPTIMAL LINEAR PREDICTION IN FINITE POPULATIONS

Jian-Ying Rong (P. R. China) and Xu-Qing Liu (P. R. China)

Received October 11, 2007

References:



[1] H. Bolfarine, C. A. B. Pereira and J. Rodrigues, Robust linear prediction in finite populations: a Bayesian perspective, Sankhya Ser. B 49(1) (1987), 23-35.

[2] C. M. Cassel, C. E. Särndal and J. H. Wretman, Foundations of Inference in Survey Sampling, Wiley, New York, 1977.

[3] X. Liu and J. Rong, Quadratic prediction problems in finite populations, Statist. Probab. Lett. 77 (2007), 483-489.

[4] C. A. B. Pereira and J. Rodrigues Robust linear prediction in finite populations, Internat. Statist. Rev. 51 (1983), 293-300.

[5] C. R. Rao and H. Toutenburg, Linear Models: Least Squares and Alternatives, Springer-Verlag, New York, 1995.

[6] Songgui Wang, Theory of Linear Models and its Applications, Anhui Education Press, China, 1987 (in Chinese).

[7] Liwen Xu and Songgui Wang, Robustness of optimal prediction in finite populations, Chinese J. Appl. Probab. Statist. 22(1) (2006), 27-34 (in Chinese).

[8] Baoxue Zhang and Changyu Lu, A study of equivalence of the MINQUEs between a partitioned singular linear model and its reduced singular linear models, Chinese J. Appl. Probab. Statist. 20(4) (2004), 393-403.

Keywords and phrases: robustness, linear unbiased prediction, finite population, compound symmetric, true (misspecified) model.

 


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