ASYMPTOTIC PROPERTIES OF THE BALANCED REPEATED REPLICATION METHOD FOR SAMPLE QUANTILES

被引:15
|
作者
SHAO, J [1 ]
WU, CFJ [1 ]
机构
[1] UNIV WATERLOO,DEPT STAT & ACTUARIAL SCI,WATERLOO N2L 3G1,ONTARIO,CANADA
来源
ANNALS OF STATISTICS | 1992年 / 20卷 / 03期
关键词
BAHADUR REPRESENTATION; BALANCED HALF-SAMPLES; BALANCED SUBSAMPLING; RANDOM SUBSAMPLING; REPEATED RANDOM-GROUP; STRATIFIED SAMPLES;
D O I
10.1214/aos/1176348785
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Inference, including variance estimation, can be made from stratified samples by selecting a balanced set of subsamples. This balanced subsampling method is generically called the balanced repeated replication method in survey data analysis, which includes McCarthy's balanced half-samples method and its extensions for more general stratified designs. We establish the asymptotic consistency of the balanced repeated replication variance estimators when the parameter of interest is the population quantile. The consistency results also hold when balanced subsampling is replaced by random subsampling. As a key technical prerequisite, we prove a Bahadur-type representation for sample quantiles in stratified random sampling.
引用
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页码:1571 / 1593
页数:23
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