多阶段抽样的耦合方法

Coupling methods for multistage sampling

Annals of Statistics · 2015
被引 46
ABS 4★

中文导读

研究了多阶段抽样中第一阶段为无放回简单随机抽样、后续阶段任意设计的耦合方法,用于证明Horvitz-Thompson估计量的中心极限定理和自举方差估计量的一致性。

Abstract

Multistage sampling is commonly used for household surveys when there exists no sampling frame, or when the population is scattered over a wide area. Multistage sampling usually introduces a complex dependence in the selection of the final units, which makes asymptotic results quite difficult to prove. In this work, we consider multistage sampling with simple random without replacement sampling at the first stage, and with an arbitrary sampling design for further stages. We consider coupling methods to link this sampling design to sampling designs where the primary sampling units are selected independently. We first generalize a method introduced by [Magyar Tud. Akad. Mat. Kutató Int. Közl. 5 (1960) 361–374] to get a coupling with multistage sampling and Bernoulli sampling at the first stage, which leads to a central limit theorem for the Horvitz–Thompson estimator. We then introduce a new coupling method with multistage sampling and simple random with replacement sampling at the first stage. When the first-stage sampling fraction tends to zero, this method is used to prove consistency of a with-replacement bootstrap for simple random without replacement sampling at the first stage, and consistency of bootstrap variance estimators for smooth functions of totals.

抽样方法调查统计数理统计计量经济学