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A new class of average moment matching priors. (English) Zbl 1437.62466

Summary: We derive a new class of priors for the variance component in the Fay-Herriot model, a mixed regression model widely used in small area estimation. This class includes the well-known uniform or superharmonic prior. Through simulation we illustrate the use of our class of priors.

MSC:

62P10 Applications of statistics to biology and medical sciences; meta analysis
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