A simplified adaptive fence procedure

Jiming Jiang, Thuan Nguyen, J. Sunil Rao

Research output: Contribution to journalArticle

12 Scopus citations

Abstract

In this short note, we propose a simplified adaptive fence procedure that reduces the computational burden of the adaptive fence procedure proposed by Jiang et al. [Jiang, J., Rao, J.S., Gu, Z., Nguyen, T., 2008. Fence methods for mixed model selection. Ann. Statist. 36, 1669-1692] for mixed model selection problems. The consistency property of the new procedure is established. Simulation results show that the new procedure performs very well in a small sample situation. The method is applied to a well-known data set in small area estimation.

Original languageEnglish (US)
Pages (from-to)625-629
Number of pages5
JournalStatistics and Probability Letters
Volume79
Issue number5
DOIs
StatePublished - Mar 1 2009

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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