Optimum allocation in multivariate stratified random sampling: stochastic matrix mathematical programming

The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered, minimizing the estimated covariance matrix of estimated means subject to fixed cost or fixed total sample size. With these aims the asymptotic normalit...

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Bibliographic Details
Published inStatistica Neerlandica Vol. 66; no. 4; pp. 492 - 511
Main Authors Dí az-Garcí a, José A., Ramos-Quiroga, Rogelio
Format Journal Article
LanguageEnglish
Published Oxford, UK Blackwell Publishing Ltd 01.11.2012
Subjects
90C10
90C15
E-model
integer programming
Mathematical programming
modified E-model
Multivariate analysis
multivariate stratified random sampling
optimum allocation
P-model
Primary 62D05
Primary 62D05, 90C15
Secondary 90C29
Secondary 90C29, 90C10
Stochastic models
stochastic programming
Studies
V-model
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Summary:The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered, minimizing the estimated covariance matrix of estimated means subject to fixed cost or fixed total sample size. With these aims the asymptotic normality of sample covariance matrices for each strata is established. Some alternative approaches are suggested for its solution. An example is solved by applying the proposed techniques.
Bibliography:ArticleID:STAN527
istex:BD11DAA912407052D56A39E184541479CD777B26
ark:/67375/WNG-0PL00WNS-J
rramosq@cimat.mx
jadiaz@uaaan.mx
ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0039-0402
1467-9574
DOI:10.1111/j.1467-9574.2012.00527.x