Large sample theory for merged data from multiple sources
多来源合并数据的大样本理论
We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not identified and (3) a sample from the same data source is dependent due to sampling without replacement. We propose and study a new weighted empirical process and extend empirical process theory to a dependent and biased sample with…