Approaches to robust estimation in the simplest variance components model

DOI10.1016/S0378-3758(96)00050-XzbMath1003.62528MaRDI QIDQ1361649

Werner A. Stahel, A. H. Welsh

Publication date: 15 January 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

random effectsapproaches to robust statisticshuberizingrobust maximum likelihood

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (15)

Identification of outliers in a one-way random effects model ⋮ A Powerful and Robust Test Statistic for Randomization Inference in Group-Randomized Trials with Matched Pairs of Groups ⋮ Approaches to robust estimation in the simplest variance components model ⋮ A general skew-\(t\) mixed model that allows different degrees of freedom for random effects and error distributions ⋮ Robust-efficient fitting of mixed linear models: methodology and theory ⋮ Inference in semi-parametric spline mixed models for longitudinal data ⋮ Fast and robust estimators of variance components in the nested error model ⋮ Statistical scoring procedures applicable to laboratory performance evaluation ⋮ Robust Estimation of Multivariate Covariance Components ⋮ Robust small area estimation under semi‐parametric mixed models ⋮ Analysis of incomplete longitudinal data with informative drop‐out and outliers ⋮ Robust estimation and design procedures for the random effects model ⋮ Robust small area estimation ⋮ Robust estimation of variance components ⋮ A Monte Carlo comparison of several high breakdown and efficient estimators

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• Robust Estimation of a Location Parameter
• Estimation of variance and covariance components—MINQUE theory
• Recovery of inter-block information when block sizes are unequal
• Robust Estimates of Location: Survey and Advances
• Robust Statistics

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