Asymptotic normality for two-stage sampling from a finite population (Q1113228)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic normality for two-stage sampling from a finite population |
scientific article; zbMATH DE number 4080610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality for two-stage sampling from a finite population |
scientific article; zbMATH DE number 4080610 |
Statements
Asymptotic normality for two-stage sampling from a finite population (English)
0 references
1989
0 references
We consider two-stage sampling from a finite population, and associated estimators of the population total, in a general setting which includes most two-stage procedures in the literature. The main result gives general conditions for asymptotic normality of the estimators. The proof is based on a martingale central limit theorem. It is indicated how the result can be extended to multi-stage procedures.
0 references
two-stage sampling
0 references
finite population
0 references
estimators of the population total
0 references
general conditions for asymptotic normality
0 references
martingale central limit theorem
0 references
multi-stage procedures
0 references
0 references
0 references
0 references
0.88376075
0 references
0.87941915
0 references
0.8762918
0 references
0.8734218
0 references
0.87276644
0 references
