S-estimation in linear models with structured covariance matrices
From MaRDI portal
Publication:6183870
DOI10.1214/23-aos2334arXiv2208.01939MaRDI QIDQ6183870
Hendrik Paul Lopuhaä, Anne Ruiz-Gazen, Valérie Garès
Publication date: 4 January 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.01939
asymptotic distributioninfluence functionS-estimatorsbreakdown pointrepeated measurementsstructured covarianceS-functionals
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random-Effects Models for Longitudinal Data
- Estimates of MM type for the multivariate linear model
- High breakdown-point and high efficiency robust estimates for regression
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
- Robust inference for seemingly unrelated regression models
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Continuity and differentiability of regression M functionals
- Mixed Models
- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
- Least Median of Squares Regression
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Multivariate τ-Estimators for Location and Scatter
- The Influence Curve and Its Role in Robust Estimation
- Generalized S-estimators for linear mixed effects models
- Robust Alternatives to the F‐Test in Mixed Linear Models Based on MM‐Estimates
- Maximum-likelihood estimation for the mixed analysis of variance model
- Estimation of Variance and Covariance Components in Linear Models
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Relations between Weak and Uniform Convergence of Measures with Applications
- High-Breakdown Inference for Mixed Linear Models
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
- Convergence of stochastic processes
This page was built for publication: S-estimation in linear models with structured covariance matrices
