Sumca: simple, unified, Monte-Carlo-assisted approach to second-order unbiased mean-squared prediction error estimation

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/rssb.12358 ◽

2020 ◽

Vol 82 (2) ◽

pp. 467-485 ◽

Author(s):

Jiming Jiang ◽

Mahmoud Torabi

Keyword(s):

Monte Carlo ◽

Error Estimation ◽

Prediction Error ◽

Second Order ◽

Mean Squared Prediction Error ◽

Squared Prediction Error

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On Mean Squared Prediction Error Estimation in Small Area Estimation Problems

Communication in Statistics- Theory and Methods ◽

10.1080/03610920701826427 ◽

2008 ◽

Vol 37 (11) ◽

pp. 1792-1798 ◽

Author(s):

Shijie Chen ◽

P. Lahiri

Keyword(s):

Error Estimation ◽

Prediction Error ◽

Small Area Estimation ◽

Area Estimation ◽

Mean Squared Prediction Error ◽

Estimation Problems ◽

Squared Prediction Error

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Summary of the Paper Entitled ‘The Mean Squared Prediction Error Paradox’

SSRN Electronic Journal ◽

10.2139/ssrn.3756747 ◽

2020 ◽

Author(s):

Pablo M. Pincheira ◽

Nicolas Hardy

Keyword(s):

Prediction Error ◽

Mean Squared Prediction Error ◽

Squared Prediction Error ◽

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A Simple Numerical Method for Calculating the Measures of Mean Prediction Error and Mean Squared Prediction Error in Bayesian Pharmacokinetic Estimation.

Rinsho yakuri/Japanese Journal of Clinical Pharmacology and Therapeutics ◽

10.3999/jscpt.29.525 ◽

1998 ◽

Vol 29 (3) ◽

pp. 525-533

Author(s):

Akifumi YAFUNE

Keyword(s):

Numerical Method ◽

Prediction Error ◽

Mean Squared Prediction Error ◽

Squared Prediction Error ◽

Mean Prediction Error

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That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification

Statistica Sinica ◽

10.5705/ss.202020.0325 ◽

2023 ◽

Author(s):

Xiaohui Liu ◽

Haiqiang Ma ◽

Jiming Jiang

Keyword(s):

Robust Estimation ◽

Prediction Error ◽

Potential Model ◽

Model Misspecification ◽

Mean Squared Prediction Error ◽

Squared Prediction Error

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Nonparametric estimation of mean-squared prediction error in nested-error regression models

The Annals of Statistics ◽

10.1214/009053606000000579 ◽

2006 ◽

Vol 34 (4) ◽

pp. 1733-1750 ◽

Author(s):

Peter Hall ◽

Tapabrata Maiti

Keyword(s):

Nonparametric Estimation ◽

Prediction Error ◽

Regression Models ◽

Mean Squared Prediction Error ◽

Squared Prediction Error

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Robust estimation of mean squared prediction error in small‐area estimation

Canadian Journal of Statistics ◽

10.1002/cjs.11567 ◽

2020 ◽

Author(s):

Ping Wu ◽

Jiming Jiang

Keyword(s):

Robust Estimation ◽

Prediction Error ◽

Small Area Estimation ◽

Area Estimation ◽

Mean Squared Prediction Error ◽

Squared Prediction Error

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A note on mean squared prediction error under the unit root model with deterministic trend

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2011.00757.x ◽

2011 ◽

Vol 33 (2) ◽

pp. 276-286 ◽

Author(s):

Shu-Hui Yu ◽

Chien-Chih Lin ◽

Hung-Wen Cheng

Keyword(s):

Unit Root ◽

Prediction Error ◽

Deterministic Trend ◽

Mean Squared Prediction Error ◽

Squared Prediction Error

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On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models

Journal of Time Series Analysis ◽

10.1111/1467-9892.00313 ◽

2003 ◽

Vol 24 (4) ◽

pp. 401-422 ◽

Author(s):

CHING-KANG ING ◽

SHU-HUI YU

Keyword(s):

Prediction Error ◽

Autoregressive Models ◽

Conditional Mean ◽

Mean Squared Prediction Error ◽

Squared Prediction Error

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On the Estimation of Mean Squared Prediction Error in Small Area Estimation

Calcutta Statistical Association Bulletin ◽

10.1177/0008068320110106 ◽

2011 ◽

Vol 63 (1-4) ◽

pp. 109-140

Author(s):

Shijie Chen ◽

P. Lahiri

Keyword(s):

Prediction Error ◽

Small Area Estimation ◽

Area Estimation ◽

Mean Squared Prediction Error ◽

Squared Prediction Error

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Mean squared prediction error in the spatial linear model with estimated covariance parameters

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf00048668 ◽

1992 ◽

Vol 44 (1) ◽

pp. 27-43 ◽

Author(s):

Dale L. Zimmerman ◽

Noel Cressie

Keyword(s):

Linear Model ◽

Prediction Error ◽

Mean Squared Prediction Error ◽

Squared Prediction Error ◽

Spatial Linear Model

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