Ganesh, N.; Lahiri, P. - In: Biometrika 95 (2008) 2, pp. 514-520
We derive a new class of priors for the variance component in the Fay--Herriot model, a mixed regression model widely used in small area estimation. This class includes the well-known uniform or superharmonic prior. Through simulation we illustrate the use of our class of priors. Copyright 2008,...