Unit level small area estimation with copulas

DOI10.1002/CJS.11296MaRDI QIDQ5507365zbMATH OpenOpenAlexFDO

Authors Louis-Paul Rivest, François Verret, Sophie Baillargeon

Publication date 19 December 2016

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11296

zbMATH Keywords

Kendall's taulinear mixed modelsArchimedean copulasnormal copulabest linear unbiased predictor (BLUP)unit level small area estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• A unified jackknife theory for empirical best prediction with \(M\)-estimation
• An exchangeable Kendall's tau for clustered data
• Controlling the bias of robust small-area estimators
• Jackknife estimation of mean squared error of small area predictors in nonlinear mixed models
• Likelihood inference for Archimedean copulas in high dimensions under known margins
• 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)
• Multivariate extremes, aggregation and dependence in elliptical distributions
• New important developments in small area estimation
• Robust small area estimation
• Small area estimation via heteroscedastic nested-error regression

Cited in

(3)

• A new copula regression model for hierarchical data
• A generalized mixed model for skewed distributions applied to small area estimation
• Copula-based predictions in small area estimation

Describes a project that uses

Uses Software

• nacopula

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