Multilevel time-series models for small area estimation at different frequencies and domain levels

DOI10.1214/21-AOAS1592zbMath1498.62024MaRDI QIDQ2080747

Harm Jan Boonstra, Jan A. van den Brakel

Publication date: 10 October 2022

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

zbMATH Keywords

Gibbs samplerhierarchical Bayesian modellabour force surveyglobal-local shrinkage

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

Uses Software

• R
• GMRFLib
• gamair
• saery

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust linear mixed models for small area estimation
• Model assisted survey sampling
• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Function estimation with locally adaptive dynamic models
• Robust hierarchical Bayes estimation of small area characteristics in the presence of covariates and outliers
• General design Bayesian generalized linear mixed models
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• Small Area Estimation
• Bayesian Estimators for Small Area Models Shrinking Both Means and Variances
• Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation
• Sampling-Based Approaches to Calculating Marginal Densities
• The horseshoe estimator for sparse signals
• The Bayesian Lasso
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Markov chain Monte Carlo in conditionally Gaussian state space models
• Bayesian Measures of Model Complexity and Fit
• Gaussian Markov Random Fields
• Small‐area estimation by combining time‐series and cross‐sectional data
• Benchmarking small area estimators
• Domain-Level Covariance Analysis for Multilevel Survey Data With Structured Nonresponse
• Introduction to variance estimation
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)

This page was built for publication: Multilevel time-series models for small area estimation at different frequencies and domain levels