A simplified adaptive fence procedure

In this short note, we propose a simplified adaptive fence procedure that reduces the computational burden of the adaptive fence procedure proposed by Jiang et al. [Jiang, J., Rao, J.S., Gu, Z., Nguyen, T., 2008. Fence methods for mixed model selection. Ann. Statist. 36, 1669–1692] for mixed model s...

Full description

Saved in:
Bibliographic Details
Published inStatistics & probability letters Vol. 79; no. 5; pp. 625 - 629
Main Authors Jiang, Jiming, Nguyen, Thuan, Rao, J. Sunil
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 01.03.2009
Elsevier
SeriesStatistics & Probability Letters
Subjects
Exact sciences and technology
General topics
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
Statistical method
Simulation
Model selection
Estimation
Mixed model
Probability theory
Selection method
Small sample
Mixed method
Online AccessGet full text

Cover

More Information
Summary:In this short note, we propose a simplified adaptive fence procedure that reduces the computational burden of the adaptive fence procedure proposed by Jiang et al. [Jiang, J., Rao, J.S., Gu, Z., Nguyen, T., 2008. Fence methods for mixed model selection. Ann. Statist. 36, 1669–1692] for mixed model selection problems. The consistency property of the new procedure is established. Simulation results show that the new procedure performs very well in a small sample situation. The method is applied to a well-known data set in small area estimation.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2008.10.014