COUPLING METHODS FOR MULTISTAGE SAMPLING

Citation
Guillaume Chauvet, COUPLING METHODS FOR MULTISTAGE SAMPLING, Annals of statistics , 43(6), 2015, pp. 2484-2506
Journal title
ISSN journal
00905364
Volume
43
Issue
6
Year of publication
2015
Pages
2484 - 2506
Database
ACNP
SICI code
Abstract
Multistage sampling is commonly used for household surveys when there exists no sampling frame, or when the population is scattered over a wide area. Multistage sampling usually introduces a complex dependence in the selection of the final units, which makes asymptotic results quite difficult to prove. In this work, we consider multistage sampling with simple random without replacement sampling at the first stage, and with an arbitrary sampling design for further stages. We consider coupling methods to link this sampling design to sampling designs where the primary sampling units are selected independently. We first generalize a method introduced by [Magyar Tud. Akad. Mat. Kutató Int. Közl. 5 (1960) 361-374] to get a coupling with multistage sampling and Bernoulli sampling at the first stage, which leads to a central limit theorem for the Horvitz-Thompson estimator. We then introduce a new coupling method with multistage sampling and simple random with replacement sampling at the first stage. When the first-stage sampling fraction tends to zero, this method is used to prove consistency of a with-replacement bootstrap for simple random without replacement sampling at the first stage, and consistency of bootstrap variance estimators for smooth functions of totals.