Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
From MaRDI portal
Publication:391901
DOI10.1016/j.jmva.2013.08.012zbMath1280.62017OpenAlexW2035212866MaRDI QIDQ391901
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.08.012
second-order approximationsbenchmarkingsmall area estimationparametric bootstrapbest linear unbiased predictorconstrained Bayesmean squared errors
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- 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
- Estimation of the mean of a multivariate normal distribution
- Small area estimation: an appraisal. With comments and a rejoinder by the authors
- Bayesian benchmarking with applications to small area estimation
- On measures of uncertainty of empirical Bayes small-area estimators
- Constrained Bayes Estimation With Applications
- On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy
- 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
- Unnamed Item
- Unnamed Item
This page was built for publication: Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
