Summary
The problem of estimating a given integral of a regression function is considered. The proposed estimate may be viewed as continuous analog of the post-stratified mean of sample survey theory. The asymptotic distribution of the estimate is derived, under regularity conditions, and an estimate of its variance suggested.
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Brillinger, D.R. A continuous form of post-stratification. Ann Inst Stat Math 31, 271–277 (1979). https://doi.org/10.1007/BF02480282
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DOI: https://doi.org/10.1007/BF02480282