Large sample theory for merged data from multiple sources (Q2414098)

The author develops a framework to analyse the merging of data from multiple sources, allowing for dependence between data points, both from within the same source (due to sampling without replacement) and between different sources (allowing for the possibility of the same data point being sampled by two or more different sources). Within this framework, the main results of the present paper are a law of large numbers and central limit theorems for empirical processes built from Hartley's estimator. In the setting of the central limit theorem, the asymptotic variance is given a natural interpretation in terms of sources of variation in the model. Further work in the present paper includes results on consistency and asymptotic normality of estimators within this framework (together with rates of convergence), discussion of calibration, consideration of an optimal choice of weight function for the empirical processes, and consideration of examples including parametric models and Cox models. The paper concludes with two numerical studies; the first is a simulation study to investigate properties of the proposed estimators in a Cox model, and the second is an application to a real data set.