Improved Small Domain Estimation via Compromise Regression Weights

DOI10.1080/01621459.2022.2080682arXiv2006.15638MaRDI QIDQ6185575

Nicholas C. Henderson, Thomas A. Louis, Ravi Varadhan

Publication date: 8 January 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.15638

zbMATH Keywords

robustnessempirical Bayesshrinkage estimationmixed modelsStein's unbiased risk estimate (SURE)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Disease mapping and spatial regression with count data
• From Stein's unbiased risk estimates to the method of generalized cross- validation
• Estimation of the mean of a multivariate normal distribution
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Small area shrinkage estimation
• Small Area Estimation
• Bayesian Estimators for Small Area Models Shrinking Both Means and Variances
• Best Predictive Small Area Estimation
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Empirical Bayes Confidence Intervals Based on Bootstrap Samples
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Linear Models and Empirical Bayes Methods for Assessing Differential Expression in Microarray Experiments
• Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Linear Models
• A Limited Memory Algorithm for Bound Constrained Optimization
• SURE Estimates for a Heteroscedastic Hierarchical Model
• To Model or Not To Model? Competing Modes of Inference for Finite Population Sampling

This page was built for publication: Improved Small Domain Estimation via Compromise Regression Weights