Outlier robust small domain estimation via bias correction and robust bootstrapping
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Publication:2665010
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Cites work
- scientific article; zbMATH DE number 3967642 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- M-quantiles
- Asymmetric Least Squares Estimation and Testing
- Bias-calibrated Estimation from Sample Surveys Containing Outliers
- Controlling the bias of robust small-area estimators
- Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model
- M-quantile models for small area estimation
- NonparametricM-quantile regression using penalised splines
- On Parametric Bootstrap Methods for Small Area Prediction
- Outlier Robust Finite Population Estimation
- Outlier Robust Small Area Estimation
- Regression Quantiles
- Robust Estimation of Variance Components
- Robust estimation of small-area means and quantiles
- Robust small area estimation
- Small area estimation
- Small area estimation via M-quantile geographically weighted regression
- Standard Errors of Prediction in Generalized Linear Mixed Models
- The Estimation of the Mean Squared Error of Small-Area Estimators
Cited in
(6)- Outliers in official statistics
- A domain outlier robust design and smooth estimation approach
- Bootstrap-based statistical inference for linear mixed effects under misspecifications
- Outlier robust small-area estimation under spatial correlation
- Outlier robust model-assisted small area estimation
- Robust small area estimation in generalized linear mixed models
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