Comparison of time and cross-sectional aggregation under a time series random component model /

Small-area estimation under a stationary time series random component model is considered. Cross-sectional aggregation and varying degrees of time aggregation are treated as competing prediction methods. An estimated mean-squared prediction error criterion is proposed to compare these methods. Some...

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Bibliographic Details

Main Author:	Eltinge, John L. (Author)
Corporate Author:	National Institutes of Health (U.S.) (sponsoring body.)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1989]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 76.
Subjects:	Estimation theory. Time-series analysis. Confidence intervals. Sampling (Statistics) Longitudinal method. Analysis of covariance. Mathematical statistics. Small area estimation Repeated surveys Rotation sample Mean squared prediction error Autocovariance estimation