Calibrated Estimators of the Population Covariance

• Autores: Aleksandras Plikusas, Dalius Pumputis
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 97, Nº. 1-3, 2007, págs. 177-187
• Idioma: inglés
• DOI: 10.1007/s10440-007-9129-7
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• Resumen

  • We introduce some calibrated estimators of a finite-population covariance. The estimators are defined by using different calibration equations and different loss functions. The estimators derived are compared by simulation.