Robust estimation in the multivariate normal model with variance components

DOI10.1080/02331888.2014.932793MaRDI QIDQ3462121zbMATH OpenOpenAlexFDO

Authors Agnieszka Kulawik, Stefan Zontek

Publication date 4 January 2016

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2014.932793

zbMATH Keywords

asymptotic normalityFisher consistencyFréchet differentiabilitymultivariate robust estimationstatistical functional

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cites work

• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Nonsmooth analysis and Fréchet differentiability of M-functionals
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Robust estimation of parameters in a mixed unbalanced model
• Robust Statistics

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