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Estimators of covariance matrices in Msplit(q) estimation
Survey Review ( IF 1.2 ) Pub Date : 2020-03-04 , DOI: 10.1080/00396265.2020.1733817
Z. Wiśniewski 1 , M.H. Zienkiewicz 2
Affiliation  

This paper proposes methods for the determination of covariance matrices of Msplit(q) estimators. The solutions presented here allow Msplit(q) estimation to be supplemented by the operations from the domain of accuracy analysis (especially that concerning estimators of parameters). Theoretical forms of covariance matrices of Msplit(q) estimators were established using the empirical influence functions and the equivalent covariance matrices of observation errors. The estimators of covariance matrices of Msplit(q) estimators were determined based on the adopted statistical observation models and their random errors. The unknown variance coefficients of these models were estimated employing the principles of square estimation.



中文翻译:

Msplit(q)估计中协方差矩阵的估计

本文提出了确定M个split(q)估计量的协方差矩阵的方法。此处介绍的解决方案允许M split(q)估计由精度分析领域的操作(尤其是与参数估计器有关的操作进行补充。利用经验影响函数和观测误差的等效协方差矩阵,建立了M split(q)估计量协方差矩阵的理论形式。M split(q)的协方差矩阵的估计根据所采用的统计观测模型及其随机误差确定估计量。这些模型的未知方差系数采用平方估计的原理进行估计。

更新日期:2020-03-04
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