Computing inclusion probabilities to obtain Horvitz-Thompson estimators for sampling plans excluding neighbouring units

By See K.   Noble R. B.   Bailer A. J.  

Journal of Statistical Computation and Simulation, Vol. 77, Iss. 11, 2007-01 ,pp. : 955-967

Taylor & Francis Ltd

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Comparison of normal variance estimators under multiple criteria and towards a compromise estimator

By Lin Jyh-jiuan  

Journal of Statistical Computation and Simulation, Vol. 75, Iss. 8, 2005-08 ,pp. : 645-665

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A Monte Carlo simulation study on partially adaptive estimators of linear regression models

By Kantar Yeliz Mert   Usta Ilhan   Acıtaş Şükrü  

Journal of Applied Statistics, Vol. 38, Iss. 8, 2011-08 ,pp. : 1681-1699

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Superiority of the r - k Class Estimator Over Some Estimators In A Linear Model

By Şiray Gülesen Üstünda   Sakallıolu Sadullah  

Communications in Statistics: Theory and Methods, Vol. 41, Iss. 15, 2012-08 ,pp. : 2819-2832

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A Monte Carlo investigation of some tests for stochastic dominance

By Y. K. Tse  

Journal of Statistical Computation and Simulation, Vol. 74, Iss. 5, 2004-05 ,pp. : 361-378

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