Asymptotically Optimal Sequential Confidence Interval for the Gini Index Under Complex Household Survey Design with Sub-Stratification
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含子分层的复杂住户调查设计下基尼指数的渐近最优序贯置信区间AI 解读 ↓
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We examine the optimality properties of the Gini index estimator under complex survey design involving stratification, clustering, and sub-stratification. While Darku et al. (Econometrics, 26, 2020) considered only stratification and clustering and did not provide theoretical guarantees, this study addresses these limitations by proposing two procedures - a purely sequential method and a two-stage method. Under suitable regularity conditions, we establish uniform continuity in probability for the proposed estimator, thereby contributing to the development of random central limit theorems under sequential sampling frameworks. Furthermore, we show that the resulting procedures satisfy both asymptotic first-order efficiency and asymptotic consistency. Simulation results demonstrate that the proposed procedures achieve the desired optimality properties across diverse settings. The practical utility of the methodology is further illustrated through an empirical application using data collected by the National Sample Survey agency of India