Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation
From MaRDI portal
Publication:3121171
DOI10.1080/01621459.2017.1419135zbMath1409.62039OpenAlexW2782999153MaRDI QIDQ3121171
Malay Ghosh, Neung Soo Ha, Joseph Sedransk, Xueying Tang
Publication date: 20 March 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2017.1419135
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)
Related Items (4)
Small area estimation with mixed models: a review ⋮ A new robust Bayesian small area estimation via ‐stable model for estimating the proportion of athletic students in California ⋮ On global-local shrinkage priors for count data ⋮ Multilevel time-series models for small area estimation at different frequencies and domain levels
Cites Work
- Unnamed Item
- Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators
- Small area estimation of general parameters with application to poverty indicators: a hierarchical Bayes approach
- Estimating random effects via adjustment for density maximization
- Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity
- Asymptotic properties of Bayes risk for the horseshoe prior
- Robust linear mixed models for small area estimation
- A robust generalized Bayes estimator and confidence region for a multivariate normal mean
- Bayesian prediction in linear models: Applications to small area estimation
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- Robust hierarchical Bayes estimation of small area characteristics in the presence of covariates and outliers
- 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)
- On the half-Cauchy prior for a global scale parameter
- Bayesian estimation of intensity surfaces on the sphere via needlet shrinkage and selection
- Inference with normal-gamma prior distributions in regression problems
- Small Area Estimation
- Sampling-Based Approaches to Calculating Marginal Densities
- The horseshoe estimator for sparse signals
- Bayesian Measures of Model Complexity and Fit
- Robust Estimation of Mean Squared Error of Small Area Estimators
- Bayes Factors
- Generalized double Pareto shrinkage
- Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data
- Robust Model-Based and Model-Assisted Predictors of the Finite Population Total
- On measuring the variability of small area estimators under a basic area level model
- Small Area Estimation With Uncertain Random Effects
- Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Local Shrinkage Rules, Lévy Processes and Regularized Regression
- Estimation of Finite Population Domain Means
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
This page was built for publication: Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation