Numerical Comparison Between Different Empirical Prediction Intervals Under the Fay-Herriot Model

DOI10.1080/03610918.2013.809102zbMath1328.62185OpenAlexW1993283057MaRDI QIDQ5259158

Masayo Yoshimori

Publication date: 24 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.809102

zbMATH Keywords

small area estimationempirical best linear unbiased predictionempirical prediction intervalresidual maximum likelihood method

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

Related Items

Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval ⋮ Simultaneous inference for linear mixed model parameters with an application to small area estimation ⋮ A second-order efficient empirical Bayes confidence interval

Cites Work

• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• Mean squared error of empirical predictor.
• An adjusted maximum likelihood method for solving small area estimation problems
• On Parametric Bootstrap Methods for Small Area Prediction
• On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
• On measuring the variability of small area estimators under a basic area level model

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