Nonparametric density estimation for stratified samples

Robert Breunig

Statistics & Probability Letters, 2008, vol. 78, issue 14, 2194-2200

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.

Date: 2008
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Working Paper: Nonparametric Density Estimation for Stratified Samples (2005)
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