Pages that link to "Item:Q1873618"

The following pages link to A unified jackknife theory for empirical best prediction with \(M\)-estimation (Q1873618):

Displaying 50 items.

• On small area estimation under a sub-area level model (Q109357) (← links)
• New important developments in small area estimation (Q254337) (← links)
• Nonparametric estimation of mean-squared prediction error in nested-error regression models (Q449945) (← links)
• The best EBLUP in the Fay-Herriot model (Q652610) (← links)
• Small area estimation with mixed models: a review (Q830271) (← links)
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (Q930652) (← links)
• Pseudo-empirical Bayes estimation of small area means under a nested error linear regression model with functional measurement errors (Q988921) (← links)
• On the design-consistency property of hierarchical Bayes estimators in finite population sam\-pling (Q995422) (← links)
• Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model (Q1023899) (← links)
• Small area estimation with multiple covariates measured with errors: a nested error linear regression approach of combining multiple surveys (Q1661330) (← links)
• Bootstrap estimation of uncertainty in prediction for generalized linear mixed models (Q1799868) (← links)
• Mean squared error of empirical predictor. (Q1879956) (← links)
• The generalized equivalence of regularization and min-max robustification in linear mixed models (Q2062416) (← links)
• Robust small area estimation in generalized linear mixed models (Q2175374) (← links)
• A new classified mixed model predictor (Q2301100) (← links)
• A class of general adjusted maximum likelihood methods for desirable mean squared error estimation of EBLUP under the Fay-Herriot small area model (Q2317260) (← links)
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) (Q2474776) (← links)
• Small area shrinkage estimation (Q2634657) (← links)
• Small area estimation for semicontinuous data (Q2802554) (← links)
• Small area estimation via heteroscedastic nested-error regression (Q2856559) (← links)
• SMALL AREA ESTIMATION USING SURVEY WEIGHTS WITH FUNCTIONAL MEASUREMENT ERROR IN THE COVARIATE (Q2892455) (← links)
• A Small Area Predictor under Area-Level Linear Mixed Models with Restrictions (Q2920057) (← links)
• Prediction Error of Small Area Predictors Shrinking Both Means and Variances (Q2922167) (← links)
• On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors (Q3017876) (← links)
• Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation (Q3121171) (← links)
• On Parametric Bootstrap Methods for Small Area Prediction (Q3408533) (← links)
• Mean-Squared Error Estimation in Transformed Fay–Herriot Models (Q3408534) (← links)
• Bootstrap mean squared error of a small-area EBLUP (Q3518399) (← links)
• On Mean Squared Prediction Error Estimation in Small Area Estimation Problems (Q3518489) (← links)
• Stable and bias-corrected estimation for nonparametric regression models (Q3521111) (← links)
• Empirical Bayes Estimation of Small Area Means under a Nested Error Linear Regression Model with Measurement Errors in the Covariates (Q3552983) (← links)
• Assessing different uncertainty measures of EBLUP: a resampling-based approach (Q3589971) (← links)
• Robust small area estimation (Q3645629) (← links)
• Classified Mixed Model Prediction (Q4690956) (← links)
• Small Area Estimation for Zero-Inflated Data (Q4906444) (← links)
• An Applied Comparison of Area-Level Linear Mixed Models in Small Area Estimation (Q4921589) (← links)
• Small area estimation under Fay–Herriot models with non-parametric estimation of heteroscedasticity (Q4970582) (← links)
• That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification (Q5041353) (← links)
• The Fay–Herriot model for multiply imputed data with an application to regional wealth estimation in Germany (Q5044642) (← links)
• Adaptation of the jackknifed ridge methods to the linear mixed models (Q5107530) (← links)
• Pseudo‐empirical Bayes estimation of small area means based on James–Stein estimation in linear regression models with functional measurement error (Q5256381) (← links)
• On Prediction for Correlated Domains in Longitudinal Surveys (Q5259082) (← links)
• Comparison of naïve, Kenward–Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models (Q5267887) (← links)
• Unit level small area estimation with copulas (Q5507365) (← links)
• An elastic net penalized small area model combining unit- and area-level data for regional hypertension prevalence estimation (Q5861599) (← links)
• A resampling approach to estimation of the linking variance in the Fay–Herriot model (Q5880010) (← links)
• Robust estimation of mean squared prediction error in small‐area estimation (Q6059507) (← links)
• Small area estimation under a semi‐parametric covariate measured with error (Q6075178) (← links)
• Robust Small Area Estimation under Spatial Non‐stationarity (Q6086555) (← links)
• Estimation of Randomisation Mean Square Error in Small Area Estimation (Q6090524) (← links)