TWO-STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE*
نویسندگان
چکیده
منابع مشابه
Weighted Likelihood Estimation under Two-phase Sampling.
We develop asymptotic theory for weighted likelihood estimators (WLE) under two-phase stratified sampling without replacement. We also consider several variants of WLEs involving estimated weights and calibration. A set of empirical process tools are developed including a Glivenko-Cantelli theorem, a theorem for rates of convergence of M-estimators, and a Donsker theorem for the inverse probabi...
متن کاملMaterial for “ Weighted Likelihood Estimation under Two - Phase Sampling
A. Appendix. We repeatedly use the notation for empirical measures and processes introduced in Section 2 following [2]. The fundamental idea of [2] is to view Gξj,Nj as the exchangeably weighted bootstrap empirical process corresponding to Gj,Nj ≡ √ Nj ( Pj,Nj − P0|j ) for j = 1, . . . , J . The processes Gξj,Nj converge weakly to √ pj(1− pj)Gj for independent P0|jBrownian bridge processes Gj ,...
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Calibration estimation, which can be roughly described as a method of adjusting the original design weights to incorporate the known population totals of the auxiliary variables, has become very popular in sample surveys. The calibration weights are chosen to minimize a given distance measure while satisfying a set of constraints related to the auxiliary variable information. Under simple rando...
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ژورنال
عنوان ژورنال: The Manchester School
سال: 2006
ISSN: 1463-6786,1467-9957
DOI: 10.1111/j.1467-9957.2006.00510.x