Asymptotic normality and the bootstrap in stratified sampling

From MaRDI portal
Revision as of 11:04, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:795425

DOI10.1214/AOS/1176346500zbMath0542.62009OpenAlexW2048814221MaRDI QIDQ795425

David Freedman, Peter J. Bickel

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346500




Related Items (36)

A causal bootstrapOn Fitting Transformation Model to Survey DataVariance Estimation under Two‐Phase SamplingEdgeworth expansion and the bootstrap for stratified sampling without replacement from a finite populationAn information-theoretic approach to the effective usage of auxiliary information from survey dataEdgeworth expansions for two‐stage sampling with applications to stratified and cluster samplingAn information-theoretic approach to effective inference for Z-functionalsComparing three bootstrap methods for survey dataA resampling approach to estimate variance components of multilevel modelsStatistical inference from finite population samples: A critical review of frequentist and Bayesian approachesA Bootstrap Variance Procedure for the Generalised Regression EstimatorDesign-Based Ratio Estimators and Central Limit Theorems for Clustered, Blocked RCTsRandomization-based Joint Central Limit Theorem and Efficient Covariate Adjustment in Randomized Block 2 K Factorial ExperimentsAsymptotic properties of sample quantiles from a finite populationGeneralized Regression Estimators with High-Dimensional CovariatesResampling methods for estimating variance in surveysNonparametric inference for distribution functions with stratified samplesSemiparametric inference for merged data from multiple data sourcesFinite Neuron Method and Convergence AnalysisA survey of bootstrap methods in finite population samplingSecond-order and resampling approximation of finite populationU-statistics based on stratified samplesBootstrap Confidence Intervals for Adaptive Cluster SamplingDouble bootstrap estimation of variance under systematic sampling with probability proportional to sizeBootstrap Estimators of Variance Under Sampling with Probability Proportional to Aggregate SizeEmpirical likelihood inference under stratified random sampling in the presence of measurement errorBootstrap approximation to distributions of finite population U-statisticsA note on the bias and consistency of the jackknife variance estimator in stratified samplesConfidence intervals for the mean of a population containing many zero values under unequal-probability samplingBootstrapping probability-proportional-to-size samples via calibrated empirical populationA Cautionary Tale on Instrumental Calibration for the Treatment of Nonignorable Unit Nonresponse in SurveysConventional bootstrap and normal confidence interval estimation under adaptive cluster samplingThe optimization problem of quantile and poverty measures estimation based on calibrationInvited Discussion Paper Resampling Methods in Sample SurveysOrthogonal decomposition of finite population statistics and its applications to distributional asymptoticsRerandomization with diminishing covariate imbalance and diverging number of covariatesEdgeworth expansions for sampling without replacement from finite populations







This page was built for publication: Asymptotic normality and the bootstrap in stratified sampling