Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators
DOI10.1016/J.CSDA.2012.01.023zbMATH Open1255.62129OpenAlexW2142319466MaRDI QIDQ1927072FDOQ1927072
Authors: Stefano Marchetti, Nikos Tzavidis, Monica Pratesi
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.023
Recommendations
domain estimationrobust estimation\texttt{R}income distributionpoverty mappingresampling methodsChambers-Dunstan estimator
Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)
Cites Work
- Small area estimation of poverty indicators
- Regression Quantiles
- Nonparametric econometrics. Theory and practice.
- Asymmetric Least Squares Estimation and Testing
- Some new developments in small area estimation
- A Class of Decomposable Poverty Measures
- On Parametric Bootstrap Methods for Small Area Prediction
- Micro-Level Estimation of Poverty and Inequality
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- M-quantiles
- Bandwith selection for the smoothing of distribution functions
- Robust estimation of small-area means and quantiles
- Robust small area estimation
- M-quantile models for small area estimation
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- Title not available (Why is that?)
- Estimating distribution functions from survey data
- Properties of estimators of the finite population distribution function
- Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
Cited In (16)
- Parametric bootstrap mean squared error of a small area multivariate EBLUP
- A Comparison of Methods for Poverty Estimation in Developing Countries
- Regression trees for poverty mapping
- Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects
- Multivariate Small Area Estimation of Multidimensional Latent Economic Well‐being Indicators
- Classification trees for poverty mapping
- Small Area Quantile Estimation
- Special issue on small area 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
- Three-fold Fay-Herriot model for small area estimation and its diagnostics
- Bootstrapping mean-squared errors of robust small-area estimators: application to the method-of-payments surveys data
- Evaluations of small area composite estimators based on the iterative proportional fitting algorithm
Uses Software
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)