Robust Estimation of Variance Components
From MaRDI portal
Recommendations
Cited in
(50)- \textit{mind}, a methodology for multivariate small area estimation with multiple random effects
- Leave‐Out Estimation of Variance Components
- Influence analysis of linear models with random effects
- Robust estimation of variance components
- Diagnostics for Mixed-Model Analysis of Variance
- Robust Hierarchical Bayes Small Area Estimation for the Nested Error Linear Regression Model
- Robustification of estimators by winsorizing on ellipsoids
- A generalized Fellner-Schall method for smoothing parameter optimization with application to Tweedie location, scale and shape models
- Approaches to robust estimation in the simplest variance components model
- Robust double clustering: a method based on alternating concentration steps
- Robust estimation approach for spatial error model
- Studying the relationship between anxiety and school achievement: evidence from PISA data
- Robust Small Area Estimation under Spatial Non‐stationarity
- ON THE ROBUST ANALYSIS OF VARIANCE COMPONENTS MODELS FOR PEDIGREE DATA
- Influence analysis in nonlinear models with random effects
- Sparse matrices, and the estimation of variance components by likelihood methods
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
- scientific article; zbMATH DE number 4155688 (Why is no real title available?)
- Robust estimation and design procedures for the random effects model
- Robust Estimation of Multivariate Covariance Components
- Robust regression using probabilistically linked data
- Robust estimation of general linear mixed effects models
- The derivation of blup, ML, REML estimation methods for generalised linear mixed models
- Spatial robust small area estimation
- Outlier robust small domain estimation via bias correction and robust bootstrapping
- Estimation of variance components in linear mixed measurement error models
- A derivation of BLUP -- best linear unbiased predictor
- Statistical scoring procedures applicable to laboratory performance evaluation
- Robust two-stage estimation in hierarchical nonlinear models
- Inference in semi-parametric spline mixed models for longitudinal data
- Whittaker-Henderson smoothing revisited: a modern statistical framework for practical use
- Generalised M‐quantile random‐effects model for discrete response: An application to the number of visits to physicians
- Some properties for the estimators in linear mixed models
- Outlier robust small-area estimation under spatial correlation
- Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
- Robust small area estimation
- Robust estimation of parameters in a mixed unbalanced model
- Robust Estimation in Analysis of Variance
- A unified approach on residuals, leverages and outliers in the linear mixed model
- Inference and computation with generalized additive models and their extensions
- Robust small area estimation under semi-parametric mixed models
- Fast and robust estimators of variance components in the nested error model
- Scalable logistic regression with crossed random effects
- Evaluation of Linear Mixed Model Case Deletion Diagnostic Tools by Monte Carlo Simulation
- Multilevel models for survival analysis with random effects
- Small area estimation of equivalized income for local labour systems in Italy via M-quantile area-level models
- Multiple smoothing parameters selection in additive regression quantiles
- Robust-efficient fitting of mixed linear models: methodology and theory
- Robust scale estimation in the error‐components model using the empirical characteristic function
- Checking the assumptions in mixed-model analysis of variance: a residual analysis approach
This page was built for publication: Robust Estimation of Variance Components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3730795)
