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
Lilly Research Laboratories
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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