Robustness of an S-Estimator in the One-Way Random Effects Model

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1521-4036(200005)42:2<215::AID-BIMJ215>3.0.CO;2-P" /><215::AID-BIMJ215>3.0.CO;2-P 10.1002/(SICI)1521-4036(200005)42:2<215::AID-BIMJ215>3.0.CO;2-PzbMath0967.62021OpenAlexW2036696807MaRDI QIDQ4488932

Jürgen Wellmann

Publication date: 2 September 2001

Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(200005)42:2<215::aid-bimj215>3.0.co;2-p

zbMATH Keywords

existenceconsistencyweak continuityoutlierbreakdown point

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Identification of outliers in a one-way random effects model ⋮ Fast and robust estimators of variance components in the nested error model

Cites Work

• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust Statistics

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