Nonparametric estimation of mean-squared prediction error in nested-error regression models

DOI10.1214/009053606000000579zbMath1246.62106arXivmath/0509493OpenAlexW3106231331MaRDI QIDQ449945

Tapabrata Maiti, Hall, Peter

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

zbMATH Keywords

bootstrapbias reductiondeconvolutionmean-squared errorwild bootstrapdouble bootstraptwo-stage estimationbest linear unbiased predictormixed effectsempirical predictormoment-matching bootstrapsmall-area inference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

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