作者:Ghosh, Malay; Maiti, Tapabrata; Roy, Ananya
作者单位:State University System of Florida; University of Florida; Iowa State University; University of Nebraska System; University of Nebraska Lincoln
摘要:We introduce new robust small area estimation procedures based on area-level models. We first find influence functions corresponding to each individual area-level observation by measuring the divergence between the posterior density functions of regression coefficients with and without that observation. Next, based on these influence functions, properly standardized, we propose some new robust Bayes and empirical Bayes small area estimators. The mean squared errors and estimated mean squared e...
作者:Wang, Yuchung J.; Ip, Edward H.
作者单位:Rutgers University System; Rutgers University New Brunswick; Rutgers University Camden; Wake Forest University; Wake Forest Baptist Medical Center
摘要:A distribution is conditionally specified when its model constraints are expressed conditionally. For example, Besag's (1974) spatial model was specified conditioned on the neighbouring states, and pseudolikelihood is intended to approximate the likelihood using conditional likelihoods. There are three issues of interest: existence, uniqueness and computation of a joint distribution. In the literature, most results and proofs are for discrete probabilities; here we exclusively study distributi...