Quasi-systematic sampling from a continuous population

DOI10.1016/J.CSDA.2016.07.011MaRDI QIDQ1658517zbMATH OpenOpenAlexFDO

Authors Matthieu Wilhelm, Yves Tille, Lionel Qualité

Publication date 14 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.04993

zbMATH Keywords

renewal processpoint processPoisson processsystematic samplingbinomial process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Sampling theory, sample surveys (62D05)

Abstract: A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning parameter $r>0$ that permits to control the likeliness of jointly selecting neighbor units in a same sample. When $r$ is large, units that are close tend to not be selected together and samples are well spread. When $r$ tends to infinity, the sampling design is close to systematic sampling. For all $r>0$, the first and second-order unit inclusion densities are positive, allowing for unbiased estimators of variance. Algorithms to generate these sampling processes for any positive real value of $r$ are presented. When $r$ is large, the estimator of variance is unstable. It follows that $r$ must be chosen by the practitioner as a trade-off between an accurate estimation of the target parameter and an accurate estimation of the variance of the parameter estimator. The method's advantages are illustrated with a set of simulations.

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Uses Software

• spatstat

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