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Nonparametric density estimation for stratified samples

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  • Breunig, Robert

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.

Suggested Citation

  • Breunig, Robert, 2008. "Nonparametric density estimation for stratified samples," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2194-2200, October.
  • Handle: RePEc:eee:stapro:v:78:y:2008:i:14:p:2194-2200
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    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00110-7
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    References listed on IDEAS

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    1. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521355643, April.
    2. Robert Breunig, 2001. "Density Estimation For Clustered Data," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 353-367.
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    Cited by:

    1. Daniel J. Henderson & Christopher F. Parmeter & R. Robert Russell, 2008. "Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 607-638.

    More about this item

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods

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