Robust linear functional mixed models

被引:6
|
作者
Riquelme, Marco [1 ]
Bolfarine, Heleno [2 ]
Galea, Manuel [3 ]
机构
[1] Univ Catolica Maule, Fac Ciencias Basicas, Talca, Chile
[2] Univ Sao Paulo, Dept Estat, Sao Paulo, Brazil
[3] Pontificia Univ Catolica Chile, Dept Estadist, Santiago, Chile
关键词
Corrected score estimators; Local influence; Elliptical distributions; Linear functional mixed models; MEASUREMENT ERROR; DISTRIBUTIONS;
D O I
10.1016/j.jmva.2014.10.008
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we propose a linear functional model with normal random effects and elliptical errors, thus extending the standard normal models considered previously. The corrected score approach (Nakamura, 1990) is used for parameter estimation and the resulting estimators are shown to be consistent and asymptotically normal. The local influence approach (Cook, 1986) is used for assessing influence of small perturbations on the parameter estimates. A simulation study is presented illustrating the good performance of the proposed approach, including the robustness property for the heavier tail models. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码:82 / 98
页数:17
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