Prediction theory for finite populations:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer
1992
|
| Series: | Springer series in statistics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 207 S. |
| ISBN: | 3540977856 0387977856 |
Staff View
MARC
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Record in the Search Index
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Contents
Preface vii
Synopsis 1
1. Basic Ideas and Principles 5
1.1. The Fixed Finite Population Model 6
1.2. The Superpopulation Model 8
1.2.1. The Regression Model 9
1.3. Predictors of Population Quantities 12
1.4. The Model Based Design Based Approach 17
1.5. Exercises 18
2. Optimal Predictors of Population Quantities 23
2.1. Best Linear Unbiased Predictors 23
2.2. Best Unbiased Predictors 30
2.3. Equivariant Predictors 42
2.3.1. A General Formulation 43
2.3.2. Location Equivariant Predictors of T Under
Model SMI 44
2.3.3. Location Equivariant Predictors of T Under the
Regression Model 48
2.3.4. Scale Equivariant Predictors of T 49
2.3.5. Location Scale Equivariant Predictors of T 52
2.3.6. Location Scale Equivariant Predictors of S* 54
2.4. Stein Type Shrinkage Predictors 60
2.5. Exercises 62
3. Bayes and Minimax Predictors 66
3.1. The Multivariate Normal Model 66
x Contents
3.1.1. Bayes Predictors of T 70
3.1.2. Bayes Predictors of pN 72
3.1.3. Bayes Predictors of S% 73
3.2. Bayes Linear Predictors 76
3.3. Miramax and Admissible Predictors 79
3.4. Dynamic Bayesian Prediction 86
3.4.1. The Multinomial Dynamic Model 87
3.4.1.1. Dynamic Prediction of Tt 87
3.4.1.2. Dynamic Prediction of S%y 89
3.5. Empirical Bayes Predictors 91
3.6. Exercises 95
4. Maximum—Likelihood Predictors 99
4.1. Predictive Likelihoods 99
4.1.1. Estimative Predictive Likelihoods 99
4.1.2. Profile Predictive Likelihoods 102
4.1.3. The Lauritzen Hinkley Predictive Likelihoods 103
4.1.4. The Royall Predictive Likelihoods 104
4.2. Maximum Likelihood Predictors of T Under the Normal
Superpopulation Model 105
4.2.1. Estimative Likelihood Predictors 105
4.2.2. Profile Likelihood Predictors 106
4.2.3. The LH Likelihood Predictors 107
4.2.4. The Royall Maximum Likelihood Predictors 108
4.3. Maximum Likelihood Predictors of the Population Variance
S% Under the Normal Regression Model 113
4.3.1. Estimative Likelihood Predictors 113
4.3.2. Profile Likelihood Predictors 114
4.3.3. LH Likelihood Predictors 116
4.4. Exercises 116
5. Classical and Bayesian Prediction Intervals 119
5.1. Confidence Prediction Intervals 119
5.2. Tolerance Prediction Intervals for T 122
5.3. Bayesian Prediction Intervals 124
5.4. Exercises 127
6. The Effects of Model Misspecification, Conditions For
Robustness, and Bayesian Modeling 128
6.1. Robust Linear Prediction of T 129
6.2. Estimation of the Prediction Variance 133
6.3. Simulation Estimates of the ip* MSE of Tr 135
6.4. Bayesian Robustness 137
6.5. Bayesian Modeling 140
6.5.1. The Framework 140
Contents xi
6.5.2. The Normal Linear Model 141
6.6. Exercises 145
7. Models with Measurement Errors 150
7.1. The Location and Simple Regression Models 151
7.1.1. Model SMI 151
7.1.2. Simple Regression Model 153
7.1.3. Regression Type Predictors 154
7.2. Bayesian Models with Measurement Errors 159
7.2.1. Model SMI 159
7.2.2. Model SM6 161
7.2.3. Simple Regression Model 163
7.2.4. Orthogonal Transformations 165
7.3. Exercises 167
8. Asymptotic Properties in Finite Populations 169
8.1. Predictors of T 169
8.2. The Asymptotic Distribution of $Sk 172
8.3. The Linear Regression Model with Measurement Errors 176
8.4. Exercises 180
9. Design Characteristics of Predictors 182
9.1. The QR Class of Predictors 182
9.2. ADU Predictors 184
9.3. Optimal ADU Predictors 187
9.4. Exercises 191
Glossary of Predictors 193
Bibliography 196
Author Index 203
Subject Index 205 |
| any_adam_object | 1 |
| author | Bolfarine, Heleno Zacks, Shelemyahu 1932- |
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| callnumber-raw | QA279.2.B65 1992 |
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| callnumber-subject | QA - Mathematics |
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| ctrlnum | (OCoLC)260145831 (DE-599)BVBBV005869948 |
| dewey-full | 519.5/420 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/4 20 |
| dewey-search | 519.5/4 20 |
| dewey-sort | 3519.5 14 220 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-09-13T10:00:33Z |
| institution | BVB |
| isbn | 3540977856 0387977856 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003675534 |
| oclc_num | 260145831 |
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| owner_facet | DE-19 DE-BY-UBM DE-12 DE-739 DE-384 DE-945 DE-824 DE-20 DE-521 DE-83 DE-11 DE-188 |
| physical | XI, 207 S. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer series in statistics |
| spelling | Bolfarine, Heleno Verfasser (DE-588)131847745X aut Prediction theory for finite populations Heleno Bolfarine ; Shelemyahu Zacks New York [u.a.] Springer 1992 XI, 207 S. txt rdacontent n rdamedia nc rdacarrier Springer series in statistics Prediction theory Vorhersagetheorie (DE-588)4188671-9 gnd rswk-swf Vorhersagetheorie (DE-588)4188671-9 s DE-604 Zacks, Shelemyahu 1932- Verfasser (DE-588)172470951 aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003675534&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bolfarine, Heleno Zacks, Shelemyahu 1932- Prediction theory for finite populations Prediction theory Vorhersagetheorie (DE-588)4188671-9 gnd |
| subject_GND | (DE-588)4188671-9 |
| title | Prediction theory for finite populations |
| title_auth | Prediction theory for finite populations |
| title_exact_search | Prediction theory for finite populations |
| title_full | Prediction theory for finite populations Heleno Bolfarine ; Shelemyahu Zacks |
| title_fullStr | Prediction theory for finite populations Heleno Bolfarine ; Shelemyahu Zacks |
| title_full_unstemmed | Prediction theory for finite populations Heleno Bolfarine ; Shelemyahu Zacks |
| title_short | Prediction theory for finite populations |
| title_sort | prediction theory for finite populations |
| topic | Prediction theory Vorhersagetheorie (DE-588)4188671-9 gnd |
| topic_facet | Prediction theory Vorhersagetheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003675534&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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