Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model

DOI10.1016/0047-259X(92)90107-QzbMath0754.62049MaRDI QIDQ1201126

J. N. K. Rao, Jürgen Kleffe

Publication date: 17 January 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

conditional expectationlinear modelsimulation studysmall area estimationbest linear unbiased predictorapproximately unbiased estimatorempirical linear Bayes estimatorestimation of random effectslinear Bayes estimatorrandom error variancessecond-order approximation to mean square error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Linear inference, regression (62J99)

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Multielement polynomial chaos kriging-based metamodelling for Bayesian inference of non-smooth systems ⋮ A Spatial Variance‐Smoothing Area Level Model for Small Area Estimation of Demographic Rates ⋮ 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) ⋮ Estimating risk and the mean squared error matrix in Stein estimation ⋮ Small area estimation via heteroscedastic nested-error regression ⋮ Empirical Bayes estimation of several population means and variances under random sampling variances model

Cites Work

• Empirical Bayes Estimation in Finite Population Sampling
• The Estimation of the Mean Squared Error of Small-Area Estimators
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