Numerical comparison between different empirical prediction intervals under the Fay-Herriot model
DOI10.1080/03610918.2013.809102zbMATH Open1328.62185OpenAlexW1993283057MaRDI QIDQ5259158FDOQ5259158
Authors: Masayo Yoshimori 
Publication date: 24 June 2015
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.809102
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Cites Work
- On Parametric Bootstrap Methods for Small Area Prediction
- Mean squared error of empirical predictor.
- On measuring the variability of small area estimators under a basic area level model
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- An adjusted maximum likelihood method for solving small area estimation problems
- On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
Cited In (5)
- Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval
- Simultaneous inference for linear mixed model parameters with an application to small area estimation
- Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics.
- A second-order efficient empirical Bayes confidence interval
- Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model
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