Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model

Computational Statistics and Data Analysis

Volumn 52, Issue 12, 2008, Pages 5242-5252

  Gonzalez Manteiga W ^a   Lombardia M J ^a   Molina, I ^b   Morales, D ^c   Santamaria L ^c  

^a UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^c MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION; FORECASTING; METHOD OF MOMENTS; PARAMETER ESTIMATION;

(0 , 1) VECTORS; (PL) PROPERTIES; ANALYTICAL APPROXIMATIONS; BEST LINEAR UNBIASED PREDICTORS; CROSS PRODUCT; ELSEVIER (CO); ERROR MATRICES; MODEL PARAMETERS; MULTIDIMENSIONAL (MD); PREDICTION ERRORS; SIMULATION STUDIES; SMALL SAMPLES; TWO DIFFERENT METHODS; WILD BOOTSTRAPS;

VECTORS;

EID: 47749087021     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.04.031     Document Type: Article

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