Since the optimal (regression) estimator shares the properties of GREG estimators which are used in the construction of weighted variance estimators, we introduce the weighting procedure also for estimating the variance of the optimal estimator.
Thus, the data structure that is optimal for estimating the variance of IGEs that do not depend on kin renders the estimation of kin-dependent IGEs impossible.
All right, so in this case, I estimating the variance of this particular time series.
Carlstein, E. The use of subseries values for estimating the variance of a general statistic from a stationary sequence.
The empirical estimator (i.e., the sample variance in a given ranked set) is most commonly used for estimating the variance in the literature.
In each coastal area, 36 replicates were randomly selected according to a hierarchical sampling design, which allowed estimating the variance components of the indices associated with four different spatial scales (ranging from metres to kilometres).
Recently, the Logarithmic Polar Coordinate (LPC) framework has been successfully applied in the bearings-only tracking context, with the ability of estimating the variance to range ratio (Brehard and Le Cadre [2004]).
J. Official Statist. 10 (2), 153 165], and Singh [Singh, S., 2001. Generalized calibration approach for estimating the variance in survey sampling. Ann. Inst. Statist. Math. 53 (2), 404 417; Singh, S., 2004. Golden and Silver Jubilee Year-2003 of the linear regression estimators. In: Proceedings of the Joint Statistical Meeting, Toronto (Available on the CD), 4382-4380; S.ngh, S., 2006.
Hence, all the techniques suffer a similar deterioration for estimating the variance as Figure8 shows.
As Figure3 shows, one iteration is devoted to estimating the variance.
