Small area estimation under Fay–Herriot models with non-parametric estimation of heteroscedasticity
From MaRDI portal
Publication:4970582
DOI10.1177/1471082X0801000206OpenAlexW2068418486MaRDI QIDQ4970582
Laureano Santamaría, M. J. Lombarda, Isabel Molina, Domingo Morales, Wenceslao González Manteiga
Publication date: 7 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x0801000206
Related Items (10)
Small area estimation with spatio-temporal Fay-Herriot models ⋮ Small area estimation under area-level generalized linear mixed models ⋮ Small area estimation of socioeconomic indicators for sampled and unsampled domains ⋮ Transforming response values in small area prediction ⋮ Multivariate Fay-Herriot models for small area estimation ⋮ Small area estimation under a measurement error bivariate Fay-Herriot model ⋮ Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects ⋮ Robust prediction of domain compositions from uncertain data using isometric logratio transformations in a penalized multivariate Fay–Herriot model ⋮ Three-fold Fay-Herriot model for small area estimation and its diagnostics ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model
- Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model
- Adapting for heteroscedasticity in linear models
- Model assisted survey sampling
- On measures of uncertainty of empirical Bayes small-area estimators
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- Bootstrap simultaneous error bars for nonparametric regression
- 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)
- On Parametric Bootstrap Methods for Small Area Prediction
- Best Linear Unbiased Estimation and Prediction under a Selection Model
- Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
- The Estimation of the Mean Squared Error of Small-Area Estimators
This page was built for publication: Small area estimation under Fay–Herriot models with non-parametric estimation of heteroscedasticity