Slud, Eric V.; Maiti, Tapabrata - In: Journal of the Royal Statistical Society Series B 68 (2006) 2, pp. 239-257
The problem of accurately estimating the mean-squared error of small area estimators within a Fay-Herriot normal error model is studied theoretically in the common setting where the model is fitted to a logarithmically transformed response variable. For bias-corrected empirical best linear...