Nonparametric density estimation for stratified samples

被引：7
|
作者：
Breunig, Robert [1 ]
机构：
[1] Australian Natl Univ, Econ Program, Res Sch Social Sci, Canberra, ACT 0200, Australia
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 14期
关键词：
D O I：
10.1016/j.spl.2008.01.099
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider a weighted, nonparametric density estimator for stratified samples. We derive the optimal bandwidth using information oil within-stratum variances and means. We provide a plug-in bandwidth when all strata are normally distributed. We show that the optimal sampling scheme is stratified sampling proportional to size, irrespective of the stratum-specific densities. (c) 2008 Elsevier B.V. All rights reserved.
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页码：2194 / 2200
页数：7
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