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Title:

Fast integer-valued algorithms for optimal allocations under constraints in stratified sampling

Document type:
Zeitschriftenaufsatz
Author(s):
Friedrich, Ulf; Münnich, Ralf; de Vries, Sven; Wagner, Matthias
Non-TUM Co-author(s):
ja
Cooperation:
national
Abstract:
In stratified random sampling, minimizing the variance of a total estimate leads to the optimal allocation. However, in practice, this original method is scarcely appropriate since in many applications additional constraints have to be considered. Three optimization algorithms are presented that solve the integral allocation problem with upper and lower bounds. All three algorithms exploit the fact that the feasible region is a polymatroid and share the important feature of computing the globall...     »
Keywords:
Box constraints,German Census 2011,Greedy algorithm,Non-linear discrete optimization,Optimal allocation,Polymatroid
Intellectual Contribution:
Discipline-based Research
Journal title:
Computational Statistics and Data Analysis
Journal listet in FT50 ranking:
nein
Year:
2015
Journal volume:
92
Pages contribution:
1-12
Fulltext / DOI:
doi:10.1016/j.csda.2015.06.003
WWW:
http://dx.doi.org/10.1016/j.csda.2015.06.003
Publisher:
Elsevier B.V.
Print-ISSN:
01679473
Judgement review:
0
Key publication:
Ja
Peer reviewed:
Ja
International:
Nein
Book review:
Nein
Commissioned:
not commissioned
Professional Journal:
Ja
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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