New important developments in small area estimation

DOI10.1214/12-STS395zbMATH Open1332.62038OpenAlexW1906190121MaRDI QIDQ254337FDOQ254337

Authors Danny Pfeffermann 

Publication date 8 March 2016

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.4907

zbMATH Keywords

outliersempirical likelihoodcalibrationspline regressionbenchmarkingdesign-based methodsinformative samplingM-quantilematching priorsmeasurement errorsmodel checkingordered meanspoverty mappingprediction intervalsprediction MSEtwo-part model

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Abstract: The problem of small area estimation (SAE) is how to produce reliable estimates of characteristics of interest such as means, counts, quantiles, etc., for areas or domains for which only small samples or no samples are available, and how to assess their precision. The purpose of this paper is to review and discuss some of the new important developments in small area estimation methods. Rao [Small Area Estimation (2003)] wrote a very comprehensive book, which covers all the main developments in this topic until that time. A few review papers have been written after 2003, but they are limited in scope. Hence, the focus of this review is on new developments in the last 7-8 years, but to make the review more self-contained, I also mention shortly some of the older developments. The review covers both design-based and model-dependent methods, with the latter methods further classified into frequentist and Bayesian methods. The style of the paper is similar to the style of my previous review on SAE published in 2002, explaining the new problems investigated and describing the proposed solutions, but without dwelling on theoretical details, which can be found in the original articles. I hope that this paper will be useful both to researchers who like to learn more on the research carried out in SAE and to practitioners who might be interested in the application of the new methods.

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