Mean-squared errors of small-area estimators under a unit-level multivariate model

DOI10.1080/02331880802605304MaRDI QIDQ5400798zbMATH OpenOpenAlexFDO

Authors Amparo Baíllo, Isabel Molina

Publication date 12 March 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880802605304

zbMATH Keywords

maximum likelihoodbest linear unbiased predictormean-squared errorsmall areamultivariate mixed linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99)

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Cites work

• A matrix inequality and its statistical application
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Empirical best linear unbiased and empirical Bayes prediction in multivariate small area estimation.
• Generalized, linear, and mixed models
• Mean squared error of empirical predictor.
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Unbiasedness of two-stage estimation and prediction procedures for mixed linear models

Cited in

(11)

• \textit{mind}, a methodology for multivariate small area estimation with multiple random effects
• Amendments and corrections: `On measuring the variability of small area estimators under a basic area level model'
• Estimators of error covariance matrices for small area prediction
• Parametric bootstrap mean squared error of a small area multivariate EBLUP
• Unit level small area estimation with copulas
• Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data
• scientific article; zbMATH DE number 5233615 (Why is no real title available?)
• On small-area estimation under two-fold nested error regression models
• Copula-based predictions in small area estimation
• Multivariate Small Area Estimation of Multidimensional Latent Economic Well‐being Indicators
• Robust estimation of mean squared error matrix of small area estimators in a multivariate Fay-Herriot model

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