Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models

DOI10.1016/J.JMVA.2013.08.012zbMATH Open1280.62017OpenAlexW2035212866MaRDI QIDQ391901FDOQ391901

Authors: Tatsuya Kubokawa 

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.08.012

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zbMATH Keywords

parametric bootstrapsmall area estimationbenchmarkingbest linear unbiased predictorconstrained Bayesmean squared errorssecond-order approximations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Some new developments in small area estimation
• On measures of uncertainty of empirical Bayes small-area estimators
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• On measuring the variability of small area estimators under a basic area level model
• Small area estimation: an appraisal. With comments and a rejoinder by the authors
• Bayesian benchmarking with applications to small area estimation
• Title not available (Why is that?)
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• Constrained Bayes Estimation With Applications
• On measuring uncertainty of small area estimators with higher order accuracy

Cited In (3)

• On estimation of mean squared errors of benchmarked empirical Bayes estimators
• Constrained Bayes and empirical Bayes estimation under random effects normal ANOVA model with balanced loss function
• A paradoxical argument about domination

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