Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
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Publication:1689487
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- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 472968 (Why is no real title available?)
- M-quantiles
- An asymptotically optimal window selection rule for kernel density estimates
- Bandwith selection for the smoothing of distribution functions
- Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
- Characterizations of an Empirical Influence Function for Detecting Influential Cases in Regression
- Controlling the bias of robust small-area estimators
- Empirical Bayes estimation of small area means under a nested error linear regression model with measurement errors in the covariates
- Empirical and Hierarchical Bayesian Estimation in Finite Population Sampling under Structural Measurement Error Models
- Genetic algorithms and particle swarm optimization for exploratory projection pursuit
- High-breakdown robust multivariate methods
- M-quantile models for small area estimation
- 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)
- Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators
- On Parametric Bootstrap Methods for Small Area Prediction
- Outlier Robust Finite Population Estimation
- Outlier Robust Small Area Estimation
- Outlier identification in high dimensions
- Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models
- Robust Estimation of Variance Components
- Robust Restricted Maximum Likelihood in Mixed Linear Models
- Robust Statistics
- Robust estimation of small-area means and quantiles
- Robust small area estimation
- Sharpening Wald-type inference in robust regression for small samples
- Small area estimation
- Small area estimation when auxiliary information is measured with error
- The Estimation of the Mean Squared Error of Small-Area Estimators
Cited in
(5)- Robust small area estimation
- Outlier robust small domain estimation via bias correction and robust bootstrapping
- Outlier robust model-assisted small area estimation
- Small area estimation of the mean using non-parametric M-quantile regression: a comparison when a linear mixed model does not hold
- Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models
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