Abstract
This chapter describes how under some regularity conditions the sampling autocorrelation coefficient ρ z can be estimated in practice. The basic idea of the estimation procedure is that the fixed value Z j can be decomposed numerically into two components: (i) a part Ф j that is linear in the powers of p j and (ii) an uncorrelated remainder Ω j (j = 1,...,N). Or to say it in a more intuitive way, we assume that Z j can be split up according to
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© 2003 Springer Science+Business Media New York
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Knottnerus, P. (2003). Estimation of the Sampling Autocorrelation ρ z . In: Sample Survey Theory. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-21764-2_8
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DOI: https://doi.org/10.1007/978-0-387-21764-2_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-2988-4
Online ISBN: 978-0-387-21764-2
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