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Abstract
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.
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Authors (2)
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Zbigniew Wiśniewski Prof.
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Details
- Category:
- Articles
- Type:
- artykuły w czasopismach
- Published in:
-
SURVEY REVIEW
no. 53,
pages 253 - 279,
ISSN: 0039-6265 - Language:
- English
- Publication year:
- 2021
- Bibliographic description:
- Wiśniewski Z., Zienkiewicz M.: Estimators of covariance matrices in Msplit(q) estimation// SURVEY REVIEW -Vol. 53,iss. 378 (2021), s.253-279
- DOI:
- Digital Object Identifier (open in new tab) 10.1080/00396265.2020.1733817
- Verified by:
- Gdańsk University of Technology
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