A Simple Variance Estimator for Unequal Probability Sampling without Replacement
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Carling, Kenneth, 2000.
"Resistant outlier rules and the non-Gaussian case,"
Computational Statistics & Data Analysis,
Elsevier, pages 249-258.
- Karlsson, Sune & Löthgren, Mickael, 1997. "Computationally Efficient Double Bootstrap Variance Estimation," SSE/EFI Working Paper Series in Economics and Finance 151, Stockholm School of Economics.
- Struyf, Anja & Rousseeuw, Peter J., 2000. "High-dimensional computation of the deepest location," Computational Statistics & Data Analysis, Elsevier, pages 415-426.
- Zani, Sergio & Riani, Marco & Corbellini, Aldo, 1998. "Robust bivariate boxplots and multiple outlier detection," Computational Statistics & Data Analysis, Elsevier, pages 257-270.
More about this item
KeywordsDesign-based inference; Hansen-Hurwitz variance estimator; inclusion probabilities; π-estimator; Sen-Yates-Grundy variance estimator;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:31:y:2004:i:3:p:305-315. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/CJAS20 .
We have no references for this item. You can help adding them by using this form .