Lloyd, Chris J. and Jones, M. C.
(2000).
| URL: | http://www.jstor.org/stable/2669470 |
|---|---|
| Google Scholar: | Look up in Google Scholar |
Abstract
We present a kernel estimator for the density of a variable when sampling probabilities depend on that variable. Both the density and sampling bias weight functions are unknown and are estimated nonparametrically. To achieve this, the method requires that two independent samples be taken from a fixed finite population. An estimator of population size follows simply from our density estimator. Asymptotic bias and standard errors for these estimators are provided, and the methodology is illustrated both on simulation data and on a dual-list dataset of aboriginal people in the Vancouver-Richmond area of Canada.
| Item Type: | Article |
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| Copyright Holders: | 2000 American Statistical Association |
| ISSN: | 1537-274X |
| Keywords: | kernel density estimation; mark recapture; weighted distribution |
| Academic Unit/School: | Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics Faculty of Science, Technology, Engineering and Mathematics (STEM) |
| Item ID: | 23864 |
| Depositing User: | Sarah Frain |
| Date Deposited: | 05 Apr 2011 14:21 |
| Last Modified: | 04 Oct 2016 10:46 |
| URI: | http://oro.open.ac.uk/id/eprint/23864 |
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