Nonparametric estimation of mean-squared prediction error in nested-error regression models
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Publication:449945
DOI10.1214/009053606000000579zbMath1246.62106arXivmath/0509493MaRDI QIDQ449945
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0509493
bootstrap; bias reduction; deconvolution; mean-squared error; wild bootstrap; double bootstrap; two-stage estimation; best linear unbiased predictor; mixed effects; empirical predictor; moment-matching bootstrap; small-area inference
62G08: Nonparametric regression and quantile regression
62G05: Nonparametric estimation
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods