Robust estimation of mean squared error matrix of small area estimators in a multivariate Fay-Herriot model

DOI10.1007/S42081-019-00044-0zbMath1447.62064arXiv1804.09941OpenAlexW2944907461WikidataQ127817719 ScholiaQ127817719MaRDI QIDQ2195517

Tatsuya Kubokawa, Tsubasa Ito

Publication date: 26 August 2020

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.09941

zbMATH Keywords

robustnesssecond-order approximationsmall area estimationempirical Bayes methodnonnormalitymean squared error matrixempirical best linear unbiased prediction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Sampling theory, sample surveys (62D05)

Related Items (1)

Empirical best linear unbiased predictors in multivariate nested-error regression models

Cites Work

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• Small Area Estimation
• Robust Estimation of Mean Squared Error of Small Area Estimators
• On measuring the variability of small area estimators under a basic area level model
• The Estimation of the Mean Squared Error of Small-Area Estimators

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