Robust estimation in the multivariate normal model with variance components

DOI10.1080/02331888.2014.932793zbMath1328.62315OpenAlexW2049074680MaRDI QIDQ3462121

Agnieszka Kulawik, Stefan Zontek

Publication date: 4 January 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2014.932793

zbMATH Keywords

Fréchet differentiabilityasymptotic normalityFisher consistencystatistical functionalmultivariate robust estimation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items (1)

Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure

Cites Work

• Nonsmooth analysis and Fréchet differentiability of M-functionals
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• Robust estimation of parameters in a mixed unbalanced model
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Robust Statistics

This page was built for publication: Robust estimation in the multivariate normal model with variance components