Nonparametric Density Estimation for Stratified Samples

    Research output: Contribution to journalArticle

    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 languageEnglish
    Pages (from-to)2194-2200
    JournalStatistics and Probability Letters
    Volume78
    DOIs
    Publication statusPublished - 2008

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