A comparison of adjusted Bayes Estimators of an ensemble of small area parameters

FABRIZI, ENRICO; Dipartimento Di Scienze Economiche E Sociali - Università Cattolica Del S. Cuore, Sede Di Piacenza
With “ensemble properties” of small area estimators, we mean their ability to reproduce the Empirical Distribution Function (EDF) characterizing the collection of underlying small area parameters (means, totals). Good “ensemble properties” may be relevant when estimation of non-linear functionals of the EDF of small area parameters (such as their variance) is needed. Small area estimators associated to the popular Fay-Herriot model are considered. “Bayes estimators”, i.e. posterior means, do not enjoy of good ensemble properties....