That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification

DOI10.5705/ss.202020.0325OpenAlexW4200096916MaRDI QIDQ5041353

Jiming Jiang, HaiQiang Ma, Xiao Hui Liu

Publication date: 13 October 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0325

zbMATH Keywords

robustnesssmall area estimationmodel misspecificationFay-Herriot modelsecond-order unbiasednessobserved best prediction

Mathematics Subject Classification ID

Statistics (62-XX)

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