Nonparametric estimation of mean-squared prediction error in nested-error regression models

Annals of Statistics

Volumn 34, Issue 4, 2006, Pages 1733-1750

  Hall, Peter ^a   Maiti, Tapabrata ^b,c  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b IOWA STATE UNIVERSITY   (United States)

^c Department of Statistics Center for Statistics and Applications in Forensic Evidence Iowa State University 2438 Osborn Dr Ames   (United States)

Author keywords

Best linear unbiased predictor; Bias reduction; Bootstrap; Deconvolution; Double bootstrap; Empirical predictor; Mean squared error; Mixed effects; Moment matching bootstrap; Small area inference; Two stage estimation; Wild bootstrap

Indexed keywords

EID: 33845326432     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000579     Document Type: Article

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