Small area shrinkage estimation

DOI10.1214/11-STS374zbMath1330.62286arXiv1203.5233OpenAlexW3105590956MaRDI QIDQ2634657

Malay Ghosh, Gauri Sankar Datta

Publication date: 18 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.5233

zbMATH Keywords

confidence intervalsmean squared errorempirical BayesBLUPmultivariatehierarchical BayesEBLUParea-level modelssecond-order unbiasedunit-level models

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

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