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Bayesian Estimators for Small Area Models Shrinking Both Means and Variances

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  • Shonosuke Sugasawa
  • Hiromasa Tamae
  • Tatsuya Kubokawa

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  • Shonosuke Sugasawa & Hiromasa Tamae & Tatsuya Kubokawa, 2017. "Bayesian Estimators for Small Area Models Shrinking Both Means and Variances," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(1), pages 150-167, March.
    • Handle: RePEc:bla:scjsta:v:44:y:2017:i:1:p:150-167
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    File URL: http://hdl.handle.net/10.1111/sjos.12246
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    References listed on IDEAS

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    1. Tapabrata Maiti & Hao Ren & Samiran Sinha, 2014. "Prediction Error of Small Area Predictors Shrinking Both Means and Variances," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 775-790, September.
    2. Wang, Junyuan & Fuller, Wayne A., 2003. "The Mean Squared Error of Small Area Predictors Constructed With Estimated Area Variances," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 716-723, January.
    3. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    4. Serena Arima & Gauri S. Datta & Brunero Liseo, 2015. "Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(2), pages 518-529, June.
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    Cited by:

    1. Lu Chen & Luca Sartore & Habtamu Benecha & Valbona Bejleri & Balgobin Nandram, 2022. "Smoothing County-Level Sampling Variances to Improve Small Area Models’ Outputs," Stats, MDPI, vol. 5(3), pages 1-18, September.
    2. Joscha Krause & Jan Pablo Burgard & Domingo Morales, 2022. "Robust prediction of domain compositions from uncertain data using isometric logratio transformations in a penalized multivariate Fay–Herriot model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(1), pages 65-96, February.
    3. Shonosuke Sugasawa & Tatsuya Kubokawa & J. N. K. Rao, 2018. "Small area estimation via unmatched sampling and linking models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 407-427, June.
    4. Gershunskaya Julie, 2020. "Discussion of “Small area estimation: its evolution in five decades”, by Malay Ghosh," Statistics in Transition New Series, Statistics Poland, vol. 21(4), pages 23-29, August.
    5. Harm Jan Boonstra & Jan van den Brakel & Sumonkanti Das, 2021. "Multilevel time series modelling of mobility trends in the Netherlands for small domains," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 985-1007, July.
    6. Peter A. Gao & Jonathan Wakefield, 2023. "A Spatial Variance‐Smoothing Area Level Model for Small Area Estimation of Demographic Rates," International Statistical Review, International Statistical Institute, vol. 91(3), pages 493-510, December.
    7. Julie Gershunskaya, 2020. "Discussion of "Small area estimation: its evolution in five decades", by Malay Ghosh," Statistics in Transition New Series, Polish Statistical Association, vol. 21(4), pages 23-29, August.
    8. Runge Marina & Schmid Timo, 2023. "Small Area with Multiply Imputed Survey Data," Journal of Official Statistics, Sciendo, vol. 39(4), pages 507-533, December.

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