首页> 外文期刊>Statistica >A COMPARISON OF ADJUSTED BAYES ESTIMATORS OF AN ENSEMBLE OF SMALL AREA PARAMETERS
【24h】

A COMPARISON OF ADJUSTED BAYES ESTIMATORS OF AN ENSEMBLE OF SMALL AREA PARAMETERS

机译:小区域参数的可调整贝叶斯估计值的比较

获取原文
获取原文并翻译 | 示例
       

摘要

With "ensemble properties" of small area estimators, we mean their ability to repro-duce the Empirical Distribution Function (I I)l') characterizing the collection of underly-ing small area parameters (means, totals). Good "ensemble properties" may be relevant when estimation of non-linear functionals of the EDF of small area parameters (such as their variance) is needed. Small area estimators associated to the popular Fay-I lerriot model are considered. "Bayes estimators", i.e. posterior means, do not enjoy of good en-semble properties. In this paper three different adjusted predictors are compared, by means of a simulation exercise, under the assumption of correctly specified model. As the distributional assumptions on the random effects are difficult to assess, the considered predictors are compared also with respect to their robustness to the presence of failures in the distributional assumptions on the random effects.
机译:对于小面积估计量的“整体性质”,我们的意思是他们具有再现经验分布函数(II)1')的能力,这些经验分布函数表征了基础的小面积参数(均值,总计)的集合。当需要估计小面积参数的EDF的非线性函数(例如它们的方差)时,良好的“整体性质”可能是重要的。考虑与流行的Fay-I lerriot模型相关的小面积估计量。 “贝叶斯估计器”,即后验均值,不具有良好的集合特性。在正确指定模型的假设下,本文通过模拟练习比较了三种不同的调整后的预测变量。由于对随机效应的分布假设很难进行评估,因此,还将考虑的预测变量的稳健性与对随机效应的分布假设中存在故障的鲁棒性进行比较。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号