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
相关论文
共 50 条
  • [31] Robust Estimation of Camera Motion Parameters
    Mahyari, Mohsen Yaghobi
    Ghanbari, Mohammad
    2014 22nd Iranian Conference on Electrical Engineering (ICEE), 2014, : 850 - 855
  • [32] Robust simultaneous estimation of location parameters
    Qiang, Beidi
    Pena, Edsel A.
    STATISTICS & PROBABILITY LETTERS, 2023, 193
  • [33] Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes
    Yasuyuki Hamura
    Tatsuya Kubokawa
    Japanese Journal of Statistics and Data Science, 2019, 2 : 405 - 435
  • [34] Modeling Temporal Dependency for Robust Estimation of LP Model Parameters in Speech Enhancement
    Wong, Chun Hoy
    Lee, Tan
    Yeung, Yu Ting
    Ching, P. C.
    16TH ANNUAL CONFERENCE OF THE INTERNATIONAL SPEECH COMMUNICATION ASSOCIATION (INTERSPEECH 2015), VOLS 1-5, 2015, : 1730 - 1734
  • [35] Method of Noise-Robust Estimation of Parameters of an Autoregressive Model in the Frequency Domain
    V. K. Zadiraka
    V. Yu. Semenov
    Ye. V. Semenova
    Cybernetics and Systems Analysis, 2021, 57 : 836 - 842
  • [36] A Balancing Voltage Transformation for Robust Frequency Estimation in Unbalanced Power Systems
    Xia, Yili
    Wang, Kai
    Pei, Wenjiang
    Mandic, Danilo Y.
    2014 ASIA-PACIFIC SIGNAL AND INFORMATION PROCESSING ASSOCIATION ANNUAL SUMMIT AND CONFERENCE (APSIPA), 2014,
  • [37] Robust estimation of water quality model parameters under random noise disturbance
    Hunan University, Changsha 410082, China
    不详
    Shuili Xuebao, 2006, 6 (687-693):
  • [38] Method of Noise-Robust Estimation of Parameters of an Autoregressive Model in the Frequency Domain
    Zadiraka, V. K.
    Semenov, V. Yu.
    Semenova, Ye. V.
    CYBERNETICS AND SYSTEMS ANALYSIS, 2021, 57 (05) : 836 - 842
  • [39] Empirical processes in the GARCH(1,1)-model and robust estimation of parameters
    Vyazilov, AE
    RUSSIAN MATHEMATICAL SURVEYS, 2001, 56 (05) : 990 - 991
  • [40] On testing variance components in unbalanced mixed linear model
    Širková L.
    Witkovský V.
    Applications of Mathematics, 2001, 46 (3) : 191 - 213
12345