Likelihood inference in small area estimation by combining time-series and cross-sectional data
DOI10.1016/J.JMVA.2012.05.016zbMATH Open1294.62014OpenAlexW1998489202MaRDI QIDQ444975FDOQ444975
Authors: Farhad Shokoohi, Mahmoud Torabi
Publication date: 24 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.016
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Bayesian computationhierarchical modelrandom effectautocorrelated errorsprediction interval and exponential family
Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampling theory, sample surveys (62D05) Inference from stochastic processes and prediction (62M20)
Cites Work
- Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
- Some new developments in small area estimation
- Title not available (Why is that?)
- 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)
- Large Sample Techniques for Statistics
- Predictive fit for natural exponential families
- Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning
- The Estimation of the Mean Squared Error of Small-Area Estimators
- A standard error for the estimated state vector of a state-space model
- Title not available (Why is that?)
- Transformations for Estimation of Linear Models with Nested-Error Structure
- Empirical Bayes estimation of median income of four-person families by state using time series and cross-sectional data
- Analysis of Repeated Surveys Using Time Series Methods
- Small‐area estimation by combining time‐series and cross‐sectional data
- Hierarchical Bayes estimation of spatial statistics for rates
Cited In (8)
- Semi-parametric small-area estimation by combining time-series and cross-sectional data methods
- Likelihood inference for small area estimation using data cloning
- Likelihood Inference for Spatial Generalized Linear Mixed Models
- Likelihood inference in generalized linear mixed measurement error models
- Non-parametric generalized linear mixed models in small area estimation
- Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning
- Hierarchical Bayes estimation in small area estimation using cross-sectional and time-series data
- Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model
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