Calibrated Estimators of the Population Covariance |
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Authors: | Aleksandras Plikusas Dalius Pumputis |
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Institution: | (1) Institute of Mathematics and Informatics, Vilnius, Lithuania;(2) Vilnius Pedagogical University, Vilnius, Lithuania |
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Abstract: | 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.
The study is supported by the Nordplus Neighbour program of the Nordic Council of Ministers. |
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Keywords: | Finite-population covariance Auxiliary variables Calibration |
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