On Estimation of Mean Squared Errors of Benchmarked Empirical Bayes Estimators
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چکیده
منابع مشابه
On Estimation of Mean Squared Errors of Benchmarked Empirical Bayes Estimators
We consider benchmarked empirical Bayes (EB) estimators under the basic area-level model of Fay and Herriot while requiring the standard benchmarking constraint. In this paper we determine the excess mean squared error (MSE) from constraining the estimates through benchmarking. We show that the increase due to benchmarking is O(m−1), where m is the number of small areas. Furthermore, we find an...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2013
ISSN: 1017-0405
DOI: 10.5705/ss.2012.053