Approaches to robust estimation in the simplest variance components model

DOI10.1016/S0378-3758(96)00050-XzbMATH Open1003.62528MaRDI QIDQ1361649FDOQ1361649

Authors: Werner A. Stahel, Alan H. Welsh 

Publication date: 15 January 2003

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

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zbMATH Keywords

random effectsapproaches to robust statisticshuberizingrobust maximum likelihood

Mathematics Subject Classification ID

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

Cites Work

• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Robust Estimation of a Location Parameter
• Recovery of inter-block information when block sizes are unequal
• Robust Statistics
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• Robust Estimates of Location: Survey and Advances
• The Influence Curve and Its Role in Robust Estimation
• Approaches to robust estimation in the simplest variance components model
• Minimum variance quadratic unbiased estimation of variance components
• Estimation of variance and covariance components—MINQUE theory
• Robust Estimation of Variance Components
• Two Diagnostic Displays for Robust Regression Analysis
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Cited In (20)

• Robust estimation of variance components
• A Monte Carlo comparison of several high breakdown and efficient estimators
• Approaches to robust estimation in the simplest variance components model
• Robust Estimation of Variance Components
• A powerful and robust test statistic for randomization inference in group-randomized trials with matched pairs of groups
• Robust estimation and design procedures for the random effects model
• Robust Estimation of Multivariate Covariance Components
• Robust estimation of general linear mixed effects models
• Robust small area estimation under semi‐parametric mixed models
• Title not available (Why is that?)
• Statistical scoring procedures applicable to laboratory performance evaluation
• Inference in semi-parametric spline mixed models for longitudinal data
• Title not available (Why is that?)
• Robust small area estimation
• Fast and robust estimators of variance components in the nested error model
• Analysis of incomplete longitudinal data with informative drop‐out and outliers
• Identification of outliers in a one-way random effects model
• Robust-efficient fitting of mixed linear models: methodology and theory
• Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach
• A general skew-\(t\) mixed model that allows different degrees of freedom for random effects and error distributions

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