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

zbMATH Keywords

small area estimationempirical best linear unbiased predictionempirical prediction intervalresidual maximum likelihood method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25)

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Cites work

• An adjusted maximum likelihood method for solving small area estimation problems
• Mean squared error of empirical predictor.
• On Parametric Bootstrap Methods for Small Area Prediction
• On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
• 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

Cited in

(6)

• 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.
• Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval
• Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model
• Semi-parametric prediction intervals in small areas when auxiliary data are measured with error
• A second-order efficient empirical Bayes confidence interval

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