Penalized Weighted Least Squares to Small Area Estimation
文献类型：期刊论文
| 作者 | Zhu, Rong1 ; Zou, Guohua1,2; Liang, Hua3; Zhu, Lixing4
|
| 刊名 | SCANDINAVIAN JOURNAL OF STATISTICS
 |
| 出版日期 | 2016-09-01 |
| 卷号 | 43期号:3页码:736-756 |
| 关键词 | basic unit level model inverse probability weighted estimation penalized least squares robustness small area estimation |
| ISSN号 | 0303-6898 |
| DOI | 10.1111/sjos.12201 |
| 英文摘要 | In this paper, a penalized weighted least squares approach is proposed for small area estimation under the unit level model. The new method not only unifies the traditional empirical best linear unbiased prediction that does not take sampling design into account and the pseudo-empirical best linear unbiased prediction that incorporates sampling weights but also has the desirable robustness property to model misspecification compared with existing methods. The empirical small area estimator is given, and the corresponding second-order approximation to mean squared error estimator is derived. Numerical comparisons based on synthetic and real data sets show superior performance of the proposed method to currently available estimators in the literature. |
| 资助项目 | National Natural Science Foundation of China[11301514] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[11271355] ; Beijing High-level Talents Program ; NSF[DMS-1007167] ; NSF[DMS-1207444] ; Hong Kong Research Grants Council ; [11529101] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000382551600007 |
| 出版者 | WILEY-BLACKWELL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/23581]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Zhu, Rong |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Capital Normal Univ, Sch Math Sci, Beijing, Peoples R China 3.George Washington Univ, Dept Stat, Washington, DC 20052 USA 4.Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhu, Rong,Zou, Guohua,Liang, Hua,et al. Penalized Weighted Least Squares to Small Area Estimation[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2016,43(3):736-756. |
| APA | Zhu, Rong,Zou, Guohua,Liang, Hua,&Zhu, Lixing.(2016).Penalized Weighted Least Squares to Small Area Estimation.SCANDINAVIAN JOURNAL OF STATISTICS,43(3),736-756. |
| MLA | Zhu, Rong,et al."Penalized Weighted Least Squares to Small Area Estimation".SCANDINAVIAN JOURNAL OF STATISTICS 43.3(2016):736-756. |
入库方式： OAI收割
来源：数学与系统科学研究院
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