Robust empirical Bayes small area estimation with density power divergence

DOI10.1093/BIOMET/ASZ075MaRDI QIDQ5113022zbMATH OpenOpenAlexWikidataFDO

Authors Shonosuke Sugasawa

Publication date 9 June 2020

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.06635

zbMATH Keywords

density power divergenceempirical Bayes estimationFay-Herriot model

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric robustness (62G35) Applications of statistics in engineering and industry; control charts (62P30)

Abstract: A two-stage normal hierarchical model called the Fay--Herriot model and the empirical Bayes estimator are widely used to provide indirect and model-based estimates of means in small areas. However, the performance of the empirical Bayes estimator might be poor when the assumed normal distribution is misspecified. In this article, we propose a simple modification by using density power divergence and suggest a new robust empirical Bayes small area estimator. The mean squared error and estimated mean squared error of the proposed estimator are derived based on the asymptotic properties of the robust estimator of the model parameters. We investigate the numerical performance of the proposed method through simulations and an application to survey data.

Recommendations

• scientific article; zbMATH DE number 1136511
• Robust and efficient estimation by minimising a density power divergence
• Influence functions and robust Bayes and empirical Bayes small area estimation
• Robust Bayesian small area estimation based on quantile regression
• Robust hierarchical Bayes estimation of small area characteristics in the presence of covariates and outliers

Cited in

(7)

• Influence functions and robust Bayes and empirical Bayes small area estimation
• Robust inference methods for meta-analysis involving influential outlying studies
• Adaptively robust small area estimation: balancing robustness and efficiency of empirical Bayes confidence intervals
• On the stability of general Bayesian inference
• Comparative analysis of two new hyperparameter selection methods for MDPD estimator in the presence of outliers
• Developing A Practical Measure: An Asymmetric Mean Squared Prediction Error for Small Area Estimation
• Small area estimation with mixed models: a review

This page was built for publication: Robust empirical Bayes small area estimation with density power divergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5113022)