Asymptotic Normality and the Bootstrap in Stratified Sampling
分层抽样中的渐近正态性与 BootstrapAI 解读 ↓
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分层抽样中的渐近正态性与 BootstrapAI 解读 ↓
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This paper is about the asymptotic distribution of linear combinations of stratum means in stratified sampling, with and without replacement. Both the number of strata and their size is arbitrary. Lindeberg conditions are shown to guarantee asymptotic normality and consistency of variance estimators. The same conditions also guarantee the validity of the bootstrap approximation for the distribution of the $t$-statistic. Via a bound on the Mallows distance, situations will be identified in which the bootstrap approximation works even though the normal approximation fails. Without proper scaling, the naive bootstrap fails.
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多层主效应矩阵因子模型
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克隆—删失—加权方法的形式化与一致性
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具有双向依赖的面板结构VAR推断
We develop inference for heterogeneous panel vector autoregressive (VAR) models and their structural impulse response functions, where the error terms are dependent in the cross-sectional and time dimensions (two-way dependence). For proxy-identified structural VARs, we first adapt mean-group estimation and construct a closed-form pooled identification. Considering the reduced-form VAR dynamics, residual covariances, and structural parameters, we derive a joint central limit…
测量误差问题中的数据融合
We study errors-in-variables problems in which a target study contains only a single error-prone surrogate of an unobserved exposure, while an external source study provides repeated surrogate measurements from a different population. The measurement error distribution is allowed to depend on the observed error-free variables, and the error-free variable distribution itself may differ between studies. We introduce a conditional transportability assumption that enables the…