Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Second-order unbiased naive estimator of mean squared error for EBLUP in
  small-area estimation   An empirical best linear unbiased prediction (EBLUP) estimator is utilized
for efficient inference in small-area estimation. To measure its uncertainty,
we need to estimate its mean squared error (MSE) since the true MSE cannot
generally be derived in a closed form. The "naive MSE estimator", one of the
estimators available for small-area inference, is unlikely to be chosen, since
it does not achieve the desired asymptotic property, namely second-order
unbiasedness, although it maintains strict positivity and tractability.
Therefore, users tend to choose the second-order unbiased MSE estimator. In
this paper, we seek a new adjusted maximum-likelihood method to obtain a naive
MSE estimator that achieves the required asymptotic property. To obtain the
result, we also reveal the relationship between the general adjusted
maximum-likelihood method for the model variance parameter and the general
functional form of the second-order unbiased, and strictly positive, MSE
estimator. We also compare the performance of the new method with that of the
existing naive estimator through a Monte Carlo simulation study. The results
show that the new method remedies the underestimation associated with the
existing naive estimator.

18
The categories of this paper are: econ
32
The categories of this paper are: atom-ph
0
The categories of this paper are: hep-ph
15
The categories of this paper are: nucl-ex
13
The categories of this paper are: quant-ph
30
The categories of this paper are: q-alg
21
The categories of this paper are: adap-org
20
The categories of this paper are: acc-phys
11
The categories of this paper are: hep-lat
6
The categories of this paper are: astro-ph
27
The categories of this paper are: comp-gas
14
The categories of this paper are: math-ph
24
The categories of this paper are: dg-ga
12
The categories of this paper are: nucl-th
35
The categories of this paper are: mtrl-th
25
The categories of this paper are: patt-sol