Robust empirical Bayes small area estimation with density power divergence
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Publication:5113022
DOI10.1093/BIOMET/ASZ075zbMATH Open1441.62051arXiv1702.06635OpenAlexW3003732177WikidataQ126808150 ScholiaQ126808150MaRDI QIDQ5113022FDOQ5113022
Publication date: 9 June 2020
Published in: Biometrika (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1702.06635
Nonparametric robustness (62G35) Applications of statistics in engineering and industry; control charts (62P30) Sampling theory, sample surveys (62D05)
Cited In (2)
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