Bootstrap for estimating the MSE of the spatial EBLUP

DOI10.1007/s00180-008-0138-4zbMath1197.62079OpenAlexW2018031037MaRDI QIDQ964659

Isabel Molina, Monica Pratesi, Nicola Salvati

Publication date: 22 April 2010

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-008-0138-4

zbMATH Keywords

spatial datacorrelated random effectsempirical best linear unbiased predictionMSE estimation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

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Uses Software

• spBayes

Cites Work

• Unnamed Item
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• A test for spatial autocorrelation in seemingly unrelated regressions
• Small area estimation: the EBLUP estimator based on spatially correlated random area effects
• Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model
• Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model
• Mean squared prediction error in the spatial linear model with estimated covariance parameters
• Small area estimation: an appraisal. With comments and a rejoinder by the authors
• REML estimation: Asymptotic behavior and related topics
• On Parametric Bootstrap Methods for Small Area Prediction
• Mean Squared Error of Estimation or Prediction Under a General Linear Model
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
• The Estimation of the Mean Squared Error of Small-Area Estimators

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