The University of Southampton
University of Southampton Institutional Repository

Outlier robust small area estimation

Chambers, Ray, Chandra, Hukum, Salvati, Nicola and Tzavidis, Nikos (2011) Outlier robust small area estimation , Southampton, GB Southampton Statistical Sciences Research Institute, University of Southampton 34pp. (Southampton Statistical Sciences Research Institute Working Paper, M11/07).

Record type: Monograph (Working Paper)


Recently proposed outlier robust small area estimators can be substantially biased when outliers are drawn from a distribution that has a different mean from that of the rest of the survey data. This naturally leads down to the idea of an outlier robust bias correction for these estimators. In this paper we develop this idea and also propose two different analytical mean squared error estimators for the ensuring bias corrected outlier robust estimators. Simulations based on realistic outlier contaminated data show that the proposed bias correction often leads to more efficient estimators. Furthermore the proposed mean squared error estimators appear to perform well with a variety of outlier robust smal area estimators.

PDF s3ri-workingpaper-M11-07.pdf - Other
Download (406kB)

More information

Published date: 18 April 2011
Keywords: bias-variance trade-off, linear mixed model, m-estimation, m-quantile model, robust prediction, robust bias correction


Local EPrints ID: 182393
PURE UUID: b970a694-64c0-4cf5-84fd-0a6194229209

Catalogue record

Date deposited: 27 Apr 2011 13:06
Last modified: 18 Jul 2017 11:57

Export record


Author: Ray Chambers
Author: Hukum Chandra
Author: Nicola Salvati
Author: Nikos Tzavidis

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton:

ePrints Soton supports OAI 2.0 with a base URL of

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.