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Simultaneous credible intervals for small area estimation problems

Author

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  • Ganesh, N.

Abstract

In this paper, we fill in an important research gap in small area literature, namely the problem of constructing simultaneous credible intervals. We illustrate how the Bayesian approach can be applied to develop different simultaneous credible interval procedures. The utility of our method is illustrated through simulation and data analysis.

Suggested Citation

  • Ganesh, N., 2009. "Simultaneous credible intervals for small area estimation problems," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1610-1621, September.
    • Handle: RePEc:eee:jmvana:v:100:y:2009:i:8:p:1610-1621
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    References listed on IDEAS

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    1. Gauri Sankar Datta & J. N. K. Rao & David Daniel Smith, 2005. "On measuring the variability of small area estimators under a basic area level model," Biometrika, Biometrika Trust, vol. 92(1), pages 183-196, March.
    2. Jiming Jiang & P. Lahiri, 2006. "Mixed model prediction and small area estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 1-96, June.
    3. Jiang, Jiming & Lahiri, P., 2006. "Estimation of Finite Population Domain Means: A Model-Assisted Empirical Best Prediction Approach," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 301-311, March.
    4. N. Ganesh & P. Lahiri, 2008. "A new class of average moment matching priors," Biometrika, Biometrika Trust, vol. 95(2), pages 514-520.
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    Cited by:

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    2. Jiming Jiang & Mahmoud Torabi, 2022. "Goodness-of-fit test with a robustness feature," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(1), pages 76-100, March.
    3. Katarzyna Reluga & María‐José Lombardía & Stefan Sperlich, 2023. "Simultaneous inference for linear mixed model parameters with an application to small area estimation," International Statistical Review, International Statistical Institute, vol. 91(2), pages 193-217, August.

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