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Nonparametric Density Estimation for Stratified Samples

Breunig, Robert

Description

We consider a weighted, nonparametric density estimator for stratified samples. We derive the optimal bandwidth using information on within-stratum variances and means. We provide a plug-in bandwidth when all strata are normally distributed. We show that

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
URI: http://hdl.handle.net/1885/32494
Source: Statistics and Probability Letters
DOI: 10.1016/j.spl.2008.01.099

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