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Nonparametric density estimation for stratified samples

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Author Info
Breunig, Robert

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Abstract

We consider a weighted, nonparametric density estimator for stratified samples. We derive the optimal bandwidth using information on 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.

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File URL: http://www.sciencedirect.com/science/article/B6V1D-4RVMXCX-1/2/8d703361d8e2fac7687f9da8230ac0f5
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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 78 (2008)
Issue (Month): 14 (October)
Pages: 2194-2200
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Handle: RePEc:eee:stapro:v:78:y:2008:i:14:p:2194-2200

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  1. Robert Breunig, 2001. "Density Estimation For Clustered Data," Econometric Reviews, Taylor and Francis Journals, vol. 20(3), pages 353-367. [Downloadable!] (restricted)
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