Assessing different uncertainty measures of EBLUP: a resampling-based approach
From MaRDI portal
Publication:3589971
DOI10.1080/00949650902766860zbMath1195.62140OpenAlexW1976601404MaRDI QIDQ3589971
Luis Nobre Pereira, Pedro Simões Coelho
Publication date: 17 September 2010
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650902766860
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
Related Items (3)
An Applied Comparison of Area-Level Linear Mixed Models in Small Area Estimation ⋮ Domain-specific decision modelling and statistical analysis for combat system effectiveness simulation ⋮ Comparison of naïve, Kenward–Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models
Cites Work
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- Empirical Bayes estimation of median income of four-person families by state using time series and cross-sectional data
- On measures of uncertainty of empirical Bayes small-area estimators
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- Mean squared error of empirical predictor.
- 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)
- Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
- On Parametric Bootstrap Methods for Small Area Prediction
- Bootstrap mean squared error of a small-area EBLUP
- On Mean Squared Prediction Error Estimation in Small Area Estimation Problems
- Best Linear Unbiased Estimation and Prediction under a Selection Model
- Estimation of Median Income of Four-Person Families: A Bayesian Time Series Approach
- Small‐area estimation by combining time‐series and cross‐sectional data
- Small Area Estimation-New Developments and Directions
- Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
- The Estimation of the Mean Squared Error of Small-Area Estimators
- On the impact of bootstrap in survey sampling and small-area estimation
This page was built for publication: Assessing different uncertainty measures of EBLUP: a resampling-based approach