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Related papers: Small area estimation under unit-level generalized…

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In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations in each equation (T). It is well known in the literature…

Econometrics · Economics 2018-11-15 Lidan Tan , Khai X. Chiong , Hyungsik Roger Moon

Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…

Methodology · Statistics 2025-06-17 Joshua Krause , Jelmer P. Borst , Jacolien van Rij

Sample surveys are widely used to obtain information about totals, means, medians, and other parameters of finite populations. In many applications, similar information is desired for subpopulations such as individuals in specific…

Methodology · Statistics 2017-05-30 Jiahua Chen , Yukun Liu

In regression models for spatial data, it is often assumed that the marginal effects of covariates on the response are constant over space. In practice, this assumption might often be questionable. In this article, we show how a Gaussian…

Methodology · Statistics 2020-11-13 Jakob A. Dambon , Fabio Sigrist , Reinhard Furrer

Income inequality estimators are biased in small samples, leading generally to an underestimation. This aspect deserves particular attention when estimating inequality in small domains and performing small area estimation at the area level.…

Methodology · Statistics 2026-01-23 Silvia De Nicolò , Maria Rosaria Ferrante , Silvia Pacei

In low and middle income countries, household surveys are a valuable source of information for a range of health and demographic indicators. Increasingly, subnational estimates are required for targeting interventions and evaluating…

Methodology · Statistics 2020-09-21 Katie Wilson , Jon Wakefield

The need for rigorous and timely health and demographic summaries has provided the impetus for an explosion in geographic studies, with a common approach being the production of pixel-level maps, particularly in low and middle income…

Methodology · Statistics 2019-10-16 John Paige , Geir-Arne Fuglstad , Andrea Riebler , Jon Wakefield

Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…

Methodology · Statistics 2025-01-27 Jin Hyung Lee , Ben Seiyon Lee

We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector without specifying the joint distribution, except for the…

General Economics · Economics 2024-02-01 Ivan Medovikov , Valentyn Panchenko , Artem Prokhorov

Small area estimation under linear mixed models often assumes that the small area effect is random effect in almost all previous studies. However, in this paper a new approach is proposed explaining small area effect as the unknown function…

Methodology · Statistics 2014-04-16 Rong Zhu , Guohua Zou , Chun Wang , Yi Hu

We propose an extension of the non-homogeneous Gaussian regression (NGR) model by Gneiting et al. (2005) that yields locally calibrated probabilistic forecasts of tem- perature, based on the output of an ensemble prediction system (EPS).…

Applications · Statistics 2014-04-29 Michael Scheuerer , Luca Büermann

This study downscales the population and gross domestic product (GDP) scenarios given under Shared Socioeconomic Pathways (SSPs) into 0.5-degree grids. Our downscale approach has the following features: (i) it explicitly considers spatial…

Applications · Statistics 2017-04-14 Daisuke Murakami , Yoshiki Yamagata

This paper presents a simple model to measure the relative economic growth of economic systems. The model considers S-Shaped patterns of economic growth that, represented with a linear model, measure how an economic system grows in…

General Finance · Quantitative Finance 2017-04-18 Mario Coccia

This study introduces the Spatial Health and Population Estimator (SHAPE), a spatial microsimulation framework that applies hierarchical iterative proportional fitting (IPF) to estimate two health risk behaviors and eleven health outcomes…

Applications · Statistics 2025-10-28 Emma Von Hoene , Aanya Gupta , Hamdi Kavak , Amira Roess , Taylor Anderson

Statistical boosting algorithms are renowned for their intrinsic variable selection and enhanced predictive performance compared to classical statistical methods, making them especially useful for complex models such as generalized additive…

Methodology · Statistics 2026-02-20 Alexandra Daub , Elisabeth Bergherr

In this paper we propose and study a general class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter in the context of long-range dependent multivariate time series. We establish large sample properties of…

Statistics Theory · Mathematics 2022-11-16 Guilherme Pumi , Sílvia R. C. Lopes

Health surveys allow exploring health indicators that are of great value from a public health point of view and that cannot normally be studied from regular health registries. These indicators are usually coded as ordinal variables and may…

We present a new algorithm for boosting generalized additive models for location, scale and shape (GAMLSS) that allows to incorporate stability selection, an increasingly popular way to obtain stable sets of covariates while controlling the…

Computation · Statistics 2017-05-16 Janek Thomas , Andreas Mayr , Bernd Bischl , Matthias Schmid , Adam Smith , Benjamin Hofner

Gibbs sampling is a workhorse for Bayesian inference but has several limitations when used for parameter estimation, and is often much slower than non-sampling inference methods. SAME (State Augmentation for Marginal Estimation)…

Machine Learning · Computer Science 2014-09-19 Huasha Zhao , Biye Jiang , John Canny

Two-stage hierarchical models have been widely used in small area estimation to produce indirect estimates of areal means. When the areas are treated exchangeably and the model parameters are assumed to be the same over all areas, we might…

Methodology · Statistics 2020-01-10 Shonosuke Sugasawa , Yuki Kawakubo , Kota Ogasawara