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Nonparametric Density Estimation for Stratified Samples

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Authors

Breunig, Robert

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Elsevier

Abstract

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

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Source

Statistics and Probability Letters

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Restricted until

2037-12-31
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