Assessing different uncertainty measures of EBLUP: a resampling-based approach

DOI10.1080/00949650902766860zbMATH Open1195.62140OpenAlexW1976601404MaRDI QIDQ3589971FDOQ3589971

Authors Luís N. Pereira, Pedro S. Coelho 

Publication date 17 September 2010

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650902766860

zbMATH Keywords

bootstrapjackknifesmall area estimationresampling methodsMSPE of the EBLUP

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Recommendations

• Resampling-based empirical prediction: an application to small area estimation
• Publication:4488852
• Bootstrap mean squared error of a small-area EBLUP
• On Mean Squared Prediction Error Estimation in Small Area Estimation Problems
• A class of general adjusted maximum likelihood methods for desirable mean squared error estimation of EBLUP under the Fay-Herriot small area model

Cites work

• A unified jackknife theory for empirical best prediction with \(M\)-estimation
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
• Bootstrap mean squared error of a small-area EBLUP
• Empirical Bayes estimation of median income of four-person families by state using time series and cross-sectional data
• Estimation of Median Income of Four-Person Families: A Bayesian Time Series Approach
• Mean squared error of empirical predictor.
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• On Mean Squared Prediction Error Estimation in Small Area Estimation Problems
• On Parametric Bootstrap Methods for Small Area Prediction
• On measures of uncertainty of empirical Bayes small-area estimators
• On the impact of bootstrap in survey sampling and small-area estimation
• Small Area Estimation-New Developments and Directions
• Small‐area estimation by combining time‐series and cross‐sectional data
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(8)

• An applied comparison of area-level linear mixed models in small area estimation
• scientific article; zbMATH DE number 1471724 (Why is no real title available?)
• Resampling-based empirical prediction: an application to small area estimation
• Comparison of naïve, Kenward-Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• A comparative study of MGRSs and their uncertainty measures
• On Mean Squared Prediction Error Estimation in Small Area Estimation Problems
• Domain-specific decision modelling and statistical analysis for combat system effectiveness simulation

This page was built for publication: Assessing different uncertainty measures of EBLUP: a resampling-based approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3589971)