Successive sampling in large finite populations
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Publication:1055100
DOI10.1214/AOS/1176346175zbMATH Open0521.62008OpenAlexW2018995418MaRDI QIDQ1055100FDOQ1055100
Authors: Louis Gordon
Publication date: 1983
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346175
asymptotic normalitylarge finite populationsNoether conditionuniform cost successive samplingvariable cost successive sampling
Cited In (15)
- Mean Estimation Under Successive Sampling with Calibration Estimators
- Size-biased permutation of a finite sequence with independent and identically distributed terms
- A combinatorial analysis of interacting diffusions
- Enumerative theory for the Tsetlin library
- Regenerative random permutations of integers
- Maximum likelihood estimation for incomplete multinomial data via the weaver algorithm
- Quantile estimation under successive sampling
- Successive sampling and software reliability
- Estimating quantiles under sampling on two occasions with arbitrary sample designs
- Coupling methods for multistage sampling
- Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics
- Properties of Successive Sample Moment Estimators
- Weighted sampling without replacement
- Asymptotic normality for two-stage sampling from a finite population
- Ranked set sampling, coherent rankings and size-biased permutations
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