Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 625-629 |
| Number of pages | 5 |
| Journal | Statistics and Probability Letters |
| Volume | 79 |
| Issue number | 5 |
| DOIs | |
| State | Published - Mar 1 2009 |
| Externally published | Yes |
Bibliographical note
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.