Asymptotic normality and the bootstrap in stratified sampling
From MaRDI portal
Publication:795425
DOI10.1214/aos/1176346500zbMath0542.62009MaRDI QIDQ795425
Peter J. Bickel, David Freedman
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
consistency; asymptotic normality; bootstrap approximation; stratified sampling; Mallows distance; variance estimators; without replacement; Lindeberg conditions; linear combination of stratum means; t- statistics; with replacement
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62D05: Sampling theory, sample surveys
Related Items
Edgeworth expansion and the bootstrap for stratified sampling without replacement from a finite population, A note on the bias and consistency of the jackknife variance estimator in stratified samples, Bootstrap Confidence Intervals for Adaptive Cluster Sampling, Invited Discussion Paper Resampling Methods in Sample Surveys, Second-order and resampling approximation of finite populationU-statistics based on stratified samples, Conventional bootstrap and normal confidence interval estimation under adaptive cluster sampling, An information-theoretic approach to the effective usage of auxiliary information from survey data, Bootstrap approximation to distributions of finite population U-statistics, Edgeworth expansions for sampling without replacement from finite populations, Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics, Empirical likelihood inference under stratified random sampling in the presence of measurement error, Double bootstrap estimation of variance under systematic sampling with probability proportional to size, Bootstrap Estimators of Variance Under Sampling with Probability Proportional to Aggregate Size, Comparing three bootstrap methods for survey data