This paper proposes a local stationarity approach in EBLUP estimation with the aim to improve the reliability of …

prediction (EBLUP) andits inferences under the general Fay-Herriot small area model.Considering that the currently used variance … provide a concrete proof for the positiveness andconsistency of both ADM estimators.We also propose EBLUP estimator of $\theta … themethod-of-moments, REML, ML and FH methods could be all zero. Weobserve that ADM methods produce EBLUP's which generally put …

EBLUP, with the simple MSE estimator associated with the MBD estimator providing good coverage performance. We also report … results that indicate that the MBD estimator may be more robust than the EBLUP when the small area model is incorrectly … of variables, including variables that are unsuitable for EBLUP, e.g. variables that contain a significant proportion of …