Nonparametric density estimation for stratified samples
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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Volume (Year): 78 (2008)
Issue (Month): 14 (October)
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- Pagan,Adrian & Ullah,Aman, 1999.
Cambridge University Press, number 9780521355643, November.
- Robert Breunig, 2001. "Density Estimation For Clustered Data," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 353-367.
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