# Robust Empirical Bayes Small Area Estimation with Density Power Divergence

arXiv: https://arxiv.org/abs/1702.06635 · HTML: https://mlsanity.com/paper/1702.06635/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 22 Feb 2017.

## Built on by (most cited first, 1 of 1)

- [Differentially Private Statistical Inference through β-Divergence One Posterior Sampling](https://mlsanity.com/paper/2307.05194/) (2023)

## Abstract (arXiv)

A two-stage normal hierarchical model called the Fay--Herriot model and the empirical Bayes estimator are widely used to provide indirect and model-based estimates of means in small areas. However, the performance of the empirical Bayes estimator might be poor when the assumed normal distribution is misspecified. In this article, we propose a simple modification by using density power divergence and suggest a new robust empirical Bayes small area estimator. The mean squared error and estimated mean squared error of the proposed estimator are derived based on the asymptotic properties of the robust estimator of the model parameters. We investigate the numerical performance of the proposed method through simulations and an application to survey data.