Empirical best linear unbiased predictors in multivariate nested-error regression models
Author:
Affiliation:
1. Department of Statistical Thinking, The Institute of Statistical Mathematics, Tokyo, Japan;
2. Faculty of Economics, University of Tokyo, Tokyo, Japan
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1662048
Reference23 articles.
1. Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics
2. Multivariate Fay–Herriot models for small area estimation
3. Maximum Likelihood Estimation of a Set of Covariance Matrices Under Lowner Order Restrictions with Applications to Balanced Multivariate Variance Components Models
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