We calculate the covariance of certain sample moments for simple random sampling without replacement of fixed size n, from a finite population. Some important results, of the classical sampling theory ...
In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback