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Simultaneous credible intervals for small area estimation problems

N. Ganesh

Journal of Multivariate Analysis, 2009, vol. 100, issue 8, 1610-1621

Abstract: In this paper, we fill in an important research gap in small area literature, namely the problem of constructing simultaneous credible intervals. We illustrate how the Bayesian approach can be applied to develop different simultaneous credible interval procedures. The utility of our method is illustrated through simulation and data analysis.

Keywords: Hierarchical; Bayes; Simultaneous; credible; intervals; Small; area; estimation (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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