Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model
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Publication:1201126
DOI10.1016/0047-259X(92)90107-QzbMath0754.62049MaRDI QIDQ1201126
Publication date: 17 January 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
conditional expectation; linear model; simulation study; small area estimation; best linear unbiased predictor; approximately unbiased estimator; empirical linear Bayes estimator; estimation of random effects; linear Bayes estimator; random error variances; second-order approximation to mean square error
62J05: Linear regression; mixed models
62F15: Bayesian inference
62J99: Linear inference, regression
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