dc.contributor.author | Zhang, Li-Chun | |
dc.date.accessioned | 2010-10-26T12:01:01Z | |
dc.date.available | 2010-10-26T12:01:01Z | |
dc.date.issued | 2010 | |
dc.identifier.citation | Zhang, Li-Chun (2010). A Model-based approach to variance estimation for fixed weights and chained price indices. I: M. Carlson, H. Nyquist and M. Villani (Eds.): Official Statistics, Methodology and Applications in honour of Daniel Thorburn, pp. 149-166. | |
dc.identifier.isbn | 978-91-633-6750-2 | |
dc.identifier.uri | http://hdl.handle.net/11250/178191 | |
dc.description | Kapittelet er gjengitt med tillatelse fra Stockholm Universitet, Statistiska institutionen | |
dc.description.abstract | There is presented a model-based approach to variance estimation for both short-term fixed
weights and long-term chained price indices. The individual price observations are treated as
random variables whose probability distribution in part depends on some unknown index
parameters that are postulated as the underlying theoretical inflation rates. The variance
estimate summarizes the amount of variation in the potentially noisy price signals, providing
an intuitive measure of uncertainty surrounding the estimated average price development. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Dept. of Statistics, Stockholm University | en_US |
dc.subject | Fixed weights index | en_US |
dc.subject | Index parameter | en_US |
dc.subject | robust variance estimation | en_US |
dc.title | A Model-based Approach to Variance Estimation for Fixed Weights and Chained Price Indices | en_US |
dc.type | Chapter | en_US |
dc.subject.nsi | VDP::Mathematics and natural science: 400::Mathematics: 410::Statistics: 412 | en_US |
dc.source.pagenumber | 149-166 | en_US |