Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model

DOI10.1016/j.csda.2008.04.031zbMath1452.62063OpenAlexW2092812526MaRDI QIDQ1023899

Isabel Molina, Laureano Santamaría, María José Lombardía, Domingo Morales, Wenceslao González Manteiga

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.04.031

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites Work

• Unnamed Item
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model
• On measures of uncertainty of empirical Bayes small-area estimators
• A unified jackknife theory for empirical best prediction with \(M\)-estimation
• The jackknife and bootstrap
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• On Parametric Bootstrap Methods for Small Area Prediction
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
• The Estimation of the Mean Squared Error of Small-Area Estimators
• On the impact of bootstrap in survey sampling and small-area estimation

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