Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155159 | Statistics & Probability Letters | 2008 | 7 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Robert Breunig,