Robust-efficient fitting of mixed linear models: methodology and theory (Q622434): Difference between revisions

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+A normal approximation for the chi-square distribution
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+High-Breakdown Inference for Mixed Linear Models
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+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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+Mixed Models
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+Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
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+Robust Estimation of Variance Components
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+Longitudinal and Panel Data
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+A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
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+A class of robust and fully efficient regression estimators
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+Q3723487
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+On the optimality of S-estimators
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+Robust Statistics
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+Variance Components Models for Dependent Cell Populations
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+Random-Effects Models for Longitudinal Data
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+Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
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+Adaptively truncated maximum likelihood regression with asymmetric errors.
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+Robust Statistics
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+Q2704797
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+Q4039798
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+Bounded Influence Estimation in the Mixed Linear Model
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+ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
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+Robust Restricted Maximum Likelihood in Mixed Linear Models
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+Q4692741
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+Q4863756
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+Robust Analysis of Generalized Linear Mixed Models
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+Approaches to robust estimation in the simplest variance components model
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+Linear mixed models for longitudinal data
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+Q4214055
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+Robust Estimation in Generalized Linear Mixed Models
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+High breakdown-point and high efficiency robust estimates for regression
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+High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
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