Bøger af Paul Knottnerus

In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme.

This book describes a novel approach to the theory of sampling from finite populations. The new unifying approach is based on the sampling autocorrelation coefficient. The author derives a general set of sampling equations that describe the estimators, their variances as well as the corresponding variance estimators.