Premium
Theory & Methods: Calibration of the estimators of variance
Author(s) -
Singh Sarjinder,
Horn Stephen,
Chowdhury Sadeq,
Yu Frank
Publication year - 1999
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00074
Subject(s) - estimator , variance (accounting) , mathematics , calibration , statistics , sampling (signal processing) , econometrics , computer science , accounting , filter (signal processing) , business , computer vision
This investigation suggests new techniques to calibrate estimators of variance. Estimators of the variance of simple mean, ratio and regression estimators under different sampling schemes are shown to be special cases of the proposed calibration techniques. The approach has more practical use due to recent advances in programming techniques and computational speed. An empirical study has been carried out to address the properties of these proposed strategies.