Sankhya: The Indian Journal of Statistics

1998, Volume 60, Series B, Pt. 3, 464--487

EMPIRICAL BAYES ESTIMATION OF LOCAL AREA MEANS FOR NEF-QVF SUPERPOPULATIONS

By

SOMNATH SARKAR Lilly Research Laboratories
and
MALAY GHOSH University of Florida, Gainesville

SUMMARY. The proposed empirical Bayes model considers simultaneous estimation of several strata means in the presence of auxiliary information. An estimating function approach is taken to estimate the prior parameters. Asymptotic optimality of the empirical Bayes estimators is also proved.

AMS (1991) subject classification.62D05, 62F15.

Key words and phrases. Empirical Bayes, small area estimation, natural exponential family, quadratic variance function.

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