Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation
乘法区域模型中带基准约束的经验贝叶斯方法与风险评估
The paper develops hierarchical empirical Bayes and benchmarked hierarchical empirical Bayes estimators of positive small area means under multiplicative models. The usual benchmarking requirement is that the small area estimates, when aggregated, should equal the direct estimates for the larger geographical areas. However, while estimating positive small area parameters, the conventional squared error or weighted squared error loss subject to the usual benchmark constraint…