A new adjusted maximum likelihood method for the Fay-Herriot small area model

DOI10.1016/j.jmva.2013.10.012zbMath1359.62078OpenAlexW2171445754MaRDI QIDQ392088

Partha Lahiri, Masayo Yoshimori

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.2013.10.012

zbMATH Keywords

empirical Bayesshrinkageprofile likelihoodlinear mixed modelresidual likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Sampling theory, sample surveys (62D05) Empirical decision procedures; empirical Bayes procedures (62C12)

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