Mean Squared Prediction Error Estimators of EBLUP of a Small Area Mean Under a Semi-Parametric Fay-Herriot Model

Shijie Chen, P. Lahiri, J. N. K. Rao

In this paper we derive a second-order unbiased (or nearly unbiased) mean squared prediction error (MSPE) estimator of the empirical best linear unbiased predictor (EBLUP) of a sma…