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-PzbMATH Open0967.62021OpenAlexW2036696807MaRDI QIDQ4488932FDOQ4488932

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

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zbMATH Keywords

consistencyoutlierbreakdown pointexistenceweak continuity

Mathematics Subject Classification ID

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

Cites Work

• Robust Statistics
• 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

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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