Sumca: Simple, Unified, Monte-Carlo-assisted Approach to Second-Order Unbiased Mean-Squared Prediction Error Estimation

DOI10.1111/RSSB.12358MaRDI QIDQ5087142zbMATH OpenOpenAlexFDO

Authors Jiming Jiang, Mahmoud Torabi

Publication date 8 July 2022

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/rssb.12358

zbMATH Keywords

approximationbias correctionmean-squared prediction errorMonte Carlo methodssecond-order unbiasednesssmall area estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(11)

• Assessing uncertainty for classified mixed model prediction
• That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification
• An empirical comparison of various MSPE estimators and associated prediction intervals for small area means
• Small area estimation under a semi‐parametric covariate measured with error
• Pseudo-Bayesian Classified Mixed Model Prediction
• Postelection analysis of presidential election/poll data
• ``Imaginary census in simple random sampling
• Estimating the mean squared prediction error of the observed best predictor associated with small area counts: a computationally oriented approach
• A one-bring-one route for assessing the uncertainty of small area estimation in nested-error regression models
• Developing A Practical Measure: An Asymmetric Mean Squared Prediction Error for Small Area Estimation
• Bias Control for M-Quantile-Based Small Area Estimators

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