Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models

DOI10.1080/03610918.2012.707724MaRDI QIDQ5415869zbMATH OpenOpenAlexFDO

Authors Caterina Giusti, Nikos Tzavidis, Monica Pratesi, Nicola Salvati

Publication date 19 May 2014

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2012.707724

zbMATH Keywords

influence functionM-estimationmaximum likelihood estimationmultilevel modelweighted least squares

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Nonparametric robustness (62G35)

Recommendations

• Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
• Outlier robust model-assisted small area estimation
• Outlier Robust Small Area Estimation
• Robust estimation of small-area means and quantiles
• Robust hierarchical Bayes estimation of small area characteristics in the presence of covariates and outliers
• Outlier robust small-area estimation under spatial correlation
• Robust quasi-likelihood inference in generalized linear mixed models with outliers
• Robustness against outliers: A new variance inflated regression model for proportions

Cites work

• Bias-calibrated Estimation from Sample Surveys Containing Outliers
• Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function
• Estimating distribution functions from survey data
• M-quantile models for small area estimation
• Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators
• On Parametric Bootstrap Methods for Small Area Prediction
• Regression Quantiles
• Robust estimation of small-area means and quantiles
• Robust Restricted Maximum Likelihood in Mixed Linear Models
• Robust small area estimation

Cited in

(7)

• Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
• Robustness to outliers in location-scale parameter model using log-regularly varying distributions
• Outlier robust small-area estimation under spatial correlation
• Outlier robust model-assisted small area estimation
• Parametric bootstrap mean squared error of a small area multivariate EBLUP
• Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation
• Robustness against outliers: A new variance inflated regression model for proportions

This page was built for publication: Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5415869)