Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators

DOI10.1016/J.CSDA.2012.01.023zbMath1255.62129OpenAlexW2142319466MaRDI QIDQ1927072

Stefano Marchetti, Nikos Tzavidis, Monica Pratesi

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.023

zbMATH Keywords

income distributionrobust estimationresampling methodspoverty mapping\texttt{R}domain estimationChambers-Dunstan estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (14)

Classification trees for poverty mapping ⋮ Evaluations of small area composite estimators based on the iterative proportional fitting algorithm ⋮ Parametric bootstrap mean squared error of a small area multivariate EBLUP ⋮ Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects ⋮ Special issue on small area estimation ⋮ Estimation of poverty and inequality in small areas: review and discussion ⋮ Regression trees for poverty mapping ⋮ Multivariate Small Area Estimation of Multidimensional Latent Economic Well‐being Indicators ⋮ Small area estimation based on M-quantile models in presence of outliers in auxiliary variables ⋮ A Comparison of Methods for Poverty Estimation in Developing Countries ⋮ Small Area Quantile Estimation ⋮ Interpolating Population Distributions using Public-Use Data: An Application to Income Segregation using American Community Survey Data ⋮ Three-fold Fay-Herriot model for small area estimation and its diagnostics ⋮ Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models

Uses Software

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• np

Cites Work

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• Small area estimation of poverty indicators
• Asymmetric Least Squares Estimation and Testing
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
• ROBUST ESTIMATION OF SMALL-AREA MEANS AND QUANTILES
• A Class of Decomposable Poverty Measures
• On Parametric Bootstrap Methods for Small Area Prediction
• Robust small area estimation
• M-quantiles
• Properties of estimators of the finite population distribution function
• Regression Quantiles
• Bandwith selection for the smoothing of distribution functions
• Estimating distribution functions from survey data
• Micro-Level Estimation of Poverty and Inequality
• M-quantile models for small area estimation

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