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The Fay-Herriot (FH) model is widely used in small area estimation and uses auxiliary information to reduce estimation variance at undersampled locations. We extend the type of covariate information used in the FH model to include…

统计方法学 · 统计学 2014-05-12 Aaron T. Porter , Scott H. Holan , Christopher K. Wikle , Noel Cressie

Small area estimation models are essential for estimating population characteristics in regions with limited sample sizes, thereby supporting policy decisions, demographic studies, and resource allocation, among other use cases. The spatial…

机器学习 · 统计学 2025-03-20 Zhenhua Wang , Paul A. Parker , Scott H. Holan

Auxiliary information is increasingly available from administrative and other data sources, but it is often incomplete and of non-probability origin. We propose a two-step small area estimation approach in which the first step relies on…

统计方法学 · 统计学 2026-02-16 Donatas Šlevinskas , Ieva Burakauskaitė , Andrius Čiginas

The Fay-Herriot model is a standard model for direct survey estimators in which the true quantity of interest, the superpopulation mean, is latent and its estimation is improved through the use of auxiliary covariates. In the context of…

统计方法学 · 统计学 2013-10-29 Aaron T. Porter , Christopher K. Wikle , Scott H. Holan

The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound…

统计方法学 · 统计学 2025-06-10 Stefano Favaro , Sandra Fortini

Covariance matrix estimation is a fundamental statistical task in many applications, but the sample covariance matrix is sub-optimal when the sample size is comparable to or less than the number of features. Such high-dimensional settings…

统计方法学 · 统计学 2022-06-06 Huiqin Xin , Sihai Dave Zhao

In this paper we extend existing Bayesian methods for variable selection in Gaussian process regression, to select both the regression terms and the active covariates in the spatial correlation structure. We then use the estimated posterior…

统计方法学 · 统计学 2015-01-05 Ofir Harari , David M. Steinberg

Traditional direct estimation methods are not efficient for domains of a survey population with small sample sizes. To estimate the domain proportions, we combine the direct estimators and the regression-synthetic estimators based on…

统计方法学 · 统计学 2022-03-01 Andrius Čiginas

Current decision support systems address domains that are heterogeneous in nature and becoming progressively larger. Such systems often require the input of expert judgement about a variety of different fields and an intensive computational…

其他统计学 · 统计学 2017-07-10 Manuele Leonelli , Eva Riccomagno , Jim Q. Smith

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

统计方法学 · 统计学 2026-04-10 Giovanni Toto , Peter Müller , Abhra Sarkar

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

统计方法学 · 统计学 2024-11-19 Joseph Feldman , Daniel Kowal

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

统计方法学 · 统计学 2014-10-17 Georgios Papageorgiou , Sylvia Richardson , Nicky Best

We consider the classical problem of estimating a vector $\bolds{\mu}=(\mu_1,...,\mu_n)$ based on independent observations $Y_i\sim N(\mu_i,1)$, $i=1,...,n$. Suppose $\mu_i$, $i=1,...,n$ are independent realizations from a completely…

统计理论 · 数学 2009-08-13 Lawrence D. Brown , Eitan Greenshtein

Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…

统计计算 · 统计学 2025-02-18 Yiqi Tang , Ryan Martin

This article considers a robust hierarchical Bayesian approach to deal with random effects of small area means when some of these effects assume extreme values, resulting in outliers. In presence of outliers, the standard Fay-Herriot model,…

统计方法学 · 统计学 2015-10-26 Adrijo Chakraborty , Gauri Sankar Datta , Abhyuday Mandal

In this paper, we discuss the non-collapsibility concept and propose a new approach based on Dirichlet process mixtures to estimate the conditional effect of covariates in non-collapsible models. Using synthetic data, we evaluate the…

统计方法学 · 统计学 2018-07-09 Sepehr Akhavan Masouleh , Babak Shahbaba , Daniel L. Gillen

Despite the abundance of methods for variable selection and accommodating spatial structure in regression models, there is little precedent for incorporating spatial dependence in covariate inclusion probabilities for regionally varying…

统计方法学 · 统计学 2012-09-05 Kristian Lum

In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Given data measured over spatial units and at varying…

统计方法学 · 统计学 2025-03-05 Vladimir A. Malabanan , Joseph Ryan G. Lansangan , Erniel B. Barrios

We propose a Bayesian nonparametric model for mixed-type bounded data, where some variables are compositional and others are interval-bounded. Compositional variables are non-negative and sum to a given constant, such as the proportion of…

统计方法学 · 统计学 2025-03-13 Rufeng Liu , Claudia Wehrhahn , Andrés F. Barrientos , Alejandro Jara

Ranking, and inferences based on ranking of a set of entities, are important problems in numerous contexts. This is especially true in small area statistics where there may be only a limited amount of directly observed data from each entity…

统计方法学 · 统计学 2025-11-26 Snigdhansu Chatterjee , Gauri Sankar Datta , Yiren Hou , Abhyuday Mandal
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