Optimum allocation in multivariate stratified random sampling: stochastic matrix mathematical programming
| Autor: | José A. Dí az-Garcí a, Rogelio Ramos-Quiroga |
|---|---|
| Rok vydání: | 2012 |
| Předmět: |
Statistics and Probability
Estimation of covariance matrices Mathematical optimization Covariance matrix Multivariate random variable Sample size determination MathematicsofComputing_NUMERICALANALYSIS Stochastic matrix Multivariate t-distribution Statistics Probability and Uncertainty Integer programming Stochastic programming Mathematics |
| Zdroj: | Statistica Neerlandica. 66:492-511 |
| ISSN: | 0039-0402 |
| DOI: | 10.1111/j.1467-9574.2012.00527.x |
| Popis: | The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered, minimizing the estimated covariance matrix of estimated means subject to fixed cost or fixed total sample size. With these aims the asymptotic normality of sample covariance matrices for each strata is established. Some alternative approaches are suggested for its solution. An example is solved by applying the proposed techniques. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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