Nonparametric density estimation for stratified samples

Robert Breunig

doi:10.1016/j.spl.2008.01.099

Nonparametric density estimation for stratified samples

Robert Breunig^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

9 Citations (Scopus)

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.

Original language	English
Pages (from-to)	2194-2200
Number of pages	7
Journal	Statistics and Probability Letters
Volume	78
Issue number	14
DOIs	https://doi.org/10.1016/j.spl.2008.01.099
Publication status	Published - 1 Oct 2008

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10.1016/j.spl.2008.01.099

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title = "Nonparametric density estimation for stratified samples",

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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AB - 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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EP - 2200

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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Nonparametric density estimation for stratified samples

Abstract

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