Sankhya: The Indian Journal of Statistics

2002, Volume 64, Series B, Pt. 3, 267--288

Bayesian And Empirical Bayesian Analysis Under Informative Sampling

By

DAL HO KIM, Kyungpook National University, Korea

SUMMARY. This paper considers Bayesian and empirical Bayesian approach to small area estimation under informative probability sampling. We develop certain Bayesian procedures for finite population sampling which can be applied under both informative and noninformative probability sampling. Also we propose certain empirical Bayesian estimators of small area means under the same general sampling schemes for both Fay-Herriot and nested error regression models. We prove a general asymptotic optimality result of these empirical Bayesian estimators under certain assumptions of convergence of moments of the estimators of variance components.

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

Key words and phrases. Finite population, Bayesian prediction, informative probability sampling, small areas, empirical Bayes.

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