Robust Estimation of Multivariate Covariance Components

DOI10.1111/J.0006-341X.2005.030151.XMaRDI QIDQ5715365zbMATH OpenOpenAlexWikidataFDO

Authors Amylou Dueck, Sharon L. Lohr

Publication date 3 January 2006

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.0006-341x.2005.030151.x

zbMATH Keywords

M-estimationVariance componentsRandom effects modelResidual maximum likelihoodHierarchical model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 1517479 (Why is no real title available?)
• Approaches to robust estimation in the simplest variance components model
• Asymptotic properties of the estimators for multivariate components of variance
• Estimation of variance components with high breakdown point and high efficiency
• Robust Statistics
• Some new developments in small area estimation

Cited in

(8)

• On the multivariate spatial median for clustered data
• ON THE ROBUST ANALYSIS OF VARIANCE COMPONENTS MODELS FOR PEDIGREE DATA
• Fast rates of exponential cost function
• GPS position time-series analysis based on asymptotic normality of M-estimation
• scientific article; zbMATH DE number 1553266 (Why is no real title available?)
• scientific article; zbMATH DE number 6117333 (Why is no real title available?)
• Asymptotic Properties of Robust Complex Covariance Matrix Estimates
• Improved robust performance bounds in covariance majorant analysis

Describes a project that uses

Uses Software

• SDaA

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