A Nonparametric Method for Benchmarking Survey Data via Signal Extraction
通过信号提取对调查数据进行基准校准的非参数方法
This article introduces a nonparametric method to estimate the covariance matrix for the stationary part of the signal (hidden in data), to enable benchmarking via signal extraction. Some discussions and simulations are carried out to compare the proposed benchmarking method to the regression method development by Cholette and Dagum and the signal extraction method developed by Hillmer and Trabelsi suggesting autoregression integrated moving average (ARIMA) models for the…