Estimators of covariance matrices in Msplit(q) estimation

This paper proposes methods for the determination of covariance matrices of M-split(q) estimators. The solutions presented here allow M-split(q) estimation to be supplemented by the operations from the domain of accuracy analysis (especially that concerning estimators of parameters). Theoretical forms of covariance matrices of M-split(q) estimators were established using the empirical influence functions and the equivalent covariance matrices of observation errors. The estimators of covariance matrices of M-split(q) estimators were determined based on the adopted statistical observation models and their random errors. The unknown variance coefficients of these models were estimated employing the principles of square estimation.