Li, Huilin; Lahiri, P. - In: Journal of Multivariate Analysis 101 (2010) 4, pp. 882-892
For the well-known Fay-Herriot small area model, standard variance component estimation methods frequently produce zero estimates of the strictly positive model variance. As a consequence, an empirical best linear unbiased predictor of a small area mean, commonly used in small area estimation,...