Martingale central-limit theorems for pivotal sampling
Statistics Theory
2015-11-02 v1 Statistics Theory
Abstract
Ordered pivotal sampling is one of the simplest algorithm to perform without-replacement unequal probability sampling. It has found uses in the context of longitudinal surveys and spatial sampling, and enables in particular a good spatial balance of the selected units. In this work, we follow the approach proposed by Ohlsson~(1986), and apply a martingale central-limit theorem to prove the asymptotic normality of the Horvitz-Thompson estimator under a design-based approach, and under a model-assisted approach. In particular, our model assumptions allow for correlations between values, which is of particular interest for applications in spatial sampling.
Cite
@article{arxiv.1510.08895,
title = {Martingale central-limit theorems for pivotal sampling},
author = {Guillaume Chauvet},
journal= {arXiv preprint arXiv:1510.08895},
year = {2015}
}
Comments
24 pages