A second-order efficient empirical Bayes confidence interval

DOI10.1214/14-AOS1219zbMath1297.62019arXiv1407.0158MaRDI QIDQ464179

Masayo Yoshimori, Partha Lahiri

Publication date: 17 October 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.0158

zbMATH Keywords

empirical Bayeslinear mixed modelcoverage erroradjusted maximum likelihood

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (11)

A resampling approach to estimation of the linking variance in the Fay–Herriot model ⋮ Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model ⋮ Small area estimation with mixed models: a review ⋮ Empirical best linear unbiased predictors in multivariate nested-error regression models ⋮ Simultaneous inference for linear mixed model parameters with an application to small area estimation ⋮ Finite sample inference for empirical Bayesian methods ⋮ Unnamed Item ⋮ A second-order efficient empirical Bayes confidence interval ⋮ Comparison of mean squared error estimators under the Fay-Herriot model: application to poverty and percentage of food expenditure data ⋮ Exact adaptive confidence intervals for linear regression coefficients ⋮ Parametric transformed Fay-Herriot model for small area estimation

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