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Qualité, Lionel
Nom
Qualité, Lionel
Affiliation principale
Fonction
maître assistant
Email
lionel.qualite@unine.ch
Résultat de la recherche
Voici les éléments 1 - 10 sur 43
- PublicationMétadonnées seulementSize constrained unequal probability sampling with a non-integer sum of inclusion probabilities(2012)
; ; More than 50 methods have been developed to draw unequal probability samples with fixed sample size. All these methods require the sum of the inclusion probabilities to be an integer number. There are cases, however, where the sum of desired inclusion probabilities is not an integer. Then, classical algorithms for drawing samples cannot be directly applied. We present two methods to overcome the problem of sample selection with unequal inclusion probabilities when their sum is not an integer and the sample size cannot be fixed. The first one consists in splitting the inclusion probability vector. The second method is based on extending the population with a phantom unit. For both methods the sample size is almost fixed, and equal to the integer part of the sum of the inclusion probabilities or this integer plus one. - PublicationMétadonnées seulement
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- PublicationMétadonnées seulementSondage systématique et sondages à support minimal(Paris: Dunod, 2008)
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- PublicationMétadonnées seulementQuasi-Systematic Sampling From a Continuous Population(2017)
; ; A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning parameter $r>0$ that permits to control the likeliness of jointly selecting neighbor units in a same sample. When $r$ is large, units that are close tend to not be selected together and samples are well spread. When $r$ tends to infinity, the sampling design is close to systematic sampling. For all $r > 0$, the first and second-order unit inclusion densities are positive, allowing for unbiased estimators of variance. Algorithms to generate these sampling processes for any positive real value of $r$ are presented. When $r$ is large, the estimator of variance is unstable. It follows that $r$ must be chosen by the practitioner as a trade-off between an accurate estimation of the target parameter and an accurate estimation of the variance of the parameter estimator. The method's advantages are illustrated with a set of simulations. - PublicationMétadonnées seulement
- PublicationMétadonnées seulement