On measures of uncertainty of empirical Bayes small-area estimators
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Publication:1869099
DOI10.1016/S0378-3758(02)00323-3zbMATH Open1033.62007MaRDI QIDQ1869099FDOQ1869099
Authors: Ferry Butar Butar, P. Lahiri
Publication date: 9 April 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
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Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Empirical decision procedures; empirical Bayes procedures (62C12)
Cites Work
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- Empirical Bayes Estimation in Finite Population Sampling
- Empirical Bayes estimation smoothing of relative risks in disease mapping
Cited In (43)
- Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
- Benchmarked estimates in small areas using linear mixed models with restrictions
- Empirical best linear unbiased and empirical Bayes prediction in multivariate small area estimation.
- Parametric bootstrap methods for bias correction in linear mixed models
- Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation
- Small area estimation under Fay–Herriot models with non-parametric estimation of heteroscedasticity
- On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate
- Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data
- Empirical Bayes estimation smoothing of relative risks in disease mapping
- Small area estimation via unmatched sampling and linking models
- Small area shrinkage estimation
- Transforming response values in small area prediction
- Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models
- Small area estimation using survey weights under a nested error linear regression model with structural measurement error
- 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)
- On measuring uncertainty of small area estimators with higher order accuracy
- Robust estimation of mean squared prediction error in small‐area estimation
- On prediction for correlated domains in longitudinal surveys
- Observed best selective prediction in small area estimation
- Empirical Bayes methods in nested error regression models with skew-normal errors
- A class of general adjusted maximum likelihood methods for desirable mean squared error estimation of EBLUP under the Fay-Herriot small area model
- On Parametric Bootstrap Methods for Small Area Prediction
- Bootstrap mean squared error of a small-area EBLUP
- Estimating variance of random effects to solve multiple problems simultaneously
- An adaptive hierarchical Bayes quality measurement plan
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
- An empirical comparison of various MSPE estimators and associated prediction intervals for small area means
- Bootstrap-based statistical inference for linear mixed effects under misspecifications
- Small area estimation with mixed models: a review
- Empirical Bayes estimation of median income of four-person families by state using time series and cross-sectional data
- The Fay–Herriot model for multiply imputed data with an application to regional wealth estimation in Germany
- Empirical best prediction for small-area inference based on generalized linear mixed models
- A small area predictor under area-level linear mixed models with restrictions
- Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation
- Non-Parametric Small Area Estimation Using Penalized Spline Regression
- Assessing different uncertainty measures of EBLUP: a resampling-based approach
- Empirical best prediction under a nested error model with log transformation
- An applied comparison of area-level linear mixed models in small area estimation
- Small area estimation with spatially varying natural exponential families
- Transformed Fay-Herriot model with measurement error in covariates
- Comparison of naïve, Kenward-Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models
- Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model
- Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model
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