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An accuracy measure (mean squared error, MSE) is necessary when small area estimators of linear parameters are provided. Even in the case when such estimators arise from the assumption of relatively simple models for the variable of interest, as linear mixed models, the analytic form of the MSE is not suitable to be calculated explicitly. Some good and(More)
A Multivariate Fay-Herriot model is used to aid the prediction of small area parameters of dependent variables with sample data aggregated to area level. The empirical best linear unbiased predictor of the parameter vector is used, and an approximation of the elements of the mean cross product error matrix is obtained by an extension of the results of(More)
We describe a bootstrap method to estimate the bias, the variance and the distribution of the nonparametric Chambers-Dunstan estimator prediction error in finite populations. Boots-trapping is based on a bootstrap population constructed by sampling the empirical distribution of the superpopulation model recentred residuals following a smoothing process. The(More)
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