TY - JOUR
T1 - A simplified adaptive fence procedure
AU - Jiang, Jiming
AU - Nguyen, Thuan
AU - Rao, J. Sunil
N1 - Funding Information:
Jiming Jiang is partially supported by NSF grants DMS-0203676 and DMS-0402824. J. Sunil Rao is partially supported by NSF grants DMS-0203724, DMS-0405072 and NIH grant K25-CA89868.
PY - 2009/3/1
Y1 - 2009/3/1
N2 - 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.
AB - 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.
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U2 - 10.1016/j.spl.2008.10.014
DO - 10.1016/j.spl.2008.10.014
M3 - Article
AN - SCOPUS:59349103722
SN - 0167-7152
VL - 79
SP - 625
EP - 629
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 5
ER -