Robust estimation of parameters in a mixed unbalanced model

被引:0
|
作者
Bednarski, T
Zontek, S
机构
来源
ANNALS OF STATISTICS | 1996年 / 24卷 / 04期
关键词
mixed models; robust estimation; von Mises method;
D O I
暂无
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
This paper describes a method of robust estimation of shift and scale parameters in a mixed unbalanced interlaboratory model. Estimators presented result from ''easily computable'' Frechet differentiable functionals which enjoy some optimal properties in a small neighborhood of the model. A rigorous treatment of their asymptotic behaviour under departures from the model assumptions and a simulation study are given.
引用
收藏
页码:1493 / 1510
页数:18
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