D. Morales, M. M. Rueda García, M. D. Esteban Lefler
We introduce small area estimators of means and separable parameters. The estimators are assisted by nested error regression models and they are model-assisted counterparts of the model-based empirical best linear unbiased predictors and empirical best predictors. We study the sampling-design consistency and the asymptotic normality of the introduced estimators. Results from two simulation studies show that the new estimators present a good balance between sampling bias and mean squared error.
Palabras clave: small area estimation, model-assisted estimation, empirical best linear unbiased predictor, empirical best predictor, nested error regression model.
Programado
M10.5 Métodos para los procesos de producción I
6 de septiembre de 2016 17:00
Aula 21.06
