Pages that link to "Item:Q4468484"
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The following pages link to The Mean Squared Error of Small Area Predictors Constructed With Estimated Area Variances (Q4468484):
Displayed 18 items.
- A new adjusted maximum likelihood method for the Fay-Herriot small area model (Q392088) (← links)
- Nonparametric estimation of mean-squared prediction error in nested-error regression models (Q449945) (← links)
- A second-order efficient empirical Bayes confidence interval (Q464179) (← links)
- Small area estimation with mixed models: a review (Q830271) (← links)
- Small area prediction for a unit-level lognormal model (Q1623637) (← links)
- Estimators of error covariance matrices for small area prediction (Q1927078) (← links)
- Small-area estimation based on survey data from a left-censored Fay-Herriot model (Q2276184) (← links)
- Small area shrinkage estimation (Q2634657) (← links)
- Penalized Weighted Least Squares to Small Area Estimation (Q2821476) (← links)
- Prediction Error of Small Area Predictors Shrinking Both Means and Variances (Q2922167) (← links)
- Bayesian Estimators for Small Area Models Shrinking Both Means and Variances (Q2965540) (← links)
- On Parametric Bootstrap Methods for Small Area Prediction (Q3408533) (← links)
- Model-Based Estimation of Unemployment Rates in Small Areas of Portugal (Q4929191) (← links)
- Comparison of naïve, Kenward–Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models (Q5267887) (← links)
- The Need for More Emphasis on Prediction: A “Nondenominational” Model-Based Approach (Q5877634) (← links)
- Bivariate hierarchical Bayesian model for combining summary measures and their uncertainties from multiple sources (Q6104159) (← links)
- Transformed Fay-Herriot model with measurement error in covariates (Q6117004) (← links)
- A Spatial Variance‐Smoothing Area Level Model for Small Area Estimation of Demographic Rates (Q6131431) (← links)