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

DOI10.1002/(SICI)1521-4036(200005)42:2%3C215::AID-BIMJ215%3E3.0.CO;2-PMaRDI QIDQ4488932zbMATH OpenOpenAlexFDO

Authors Jürgen Wellmann

Publication date 2 September 2001

Full work available at URL https://doi.org/10.1002/(sici)1521-4036(200005)42:2%3C215::aid-bimj215%3E3.0.co;2-p

zbMATH Keywords

consistencyoutlierbreakdown pointexistenceweak continuity

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(5)

• Robust testing for random effects in unbalanced heteroscedastic one-way models
• Estimation of variance components with high breakdown point and high efficiency
• S-estimation in linear models with structured covariance matrices
• Fast and robust estimators of variance components in the nested error model
• Identification of outliers in a one-way random effects model

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