Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators
From MaRDI portal
Publication:1927072
Recommendations
Cites work
- scientific article; zbMATH DE number 3682819 (Why is no real title available?)
- M-quantiles
- A Class of Decomposable Poverty Measures
- Asymmetric Least Squares Estimation and Testing
- Bandwith selection for the smoothing of distribution functions
- Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
- Estimating distribution functions from survey data
- M-quantile models for small area estimation
- Micro-Level Estimation of Poverty and Inequality
- Nonparametric econometrics. Theory and practice.
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- On Parametric Bootstrap Methods for Small Area Prediction
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- Properties of estimators of the finite population distribution function
- Regression Quantiles
- Robust estimation of small-area means and quantiles
- Robust small area estimation
- Small area estimation of poverty indicators
- Some new developments in small area estimation
Cited in
(16)- Parametric bootstrap mean squared error of a small area multivariate EBLUP
- A Comparison of Methods for Poverty Estimation in Developing Countries
- Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects
- Regression trees for poverty mapping
- Multivariate Small Area Estimation of Multidimensional Latent Economic Well‐being Indicators
- Classification trees for poverty mapping
- Special issue on small area estimation
- Small Area Quantile Estimation
- Interpolating Population Distributions using Public-Use Data: An Application to Income Segregation using American Community Survey Data
- Estimation of poverty and inequality in small areas: review and discussion
- Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
- Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models
- Nonparametric estimation of individual food availability along with bootstrap confidence intervals in household budget surveys
- Bootstrapping mean-squared errors of robust small-area estimators: application to the method-of-payments surveys data
- Three-fold Fay-Herriot model for small area estimation and its diagnostics
- Evaluations of small area composite estimators based on the iterative proportional fitting algorithm
This page was built for publication: Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1927072)