Robust estimation of variance components

Wojciech Zieliński

Mathematica Applicanda (1989)

  • Volume: 17, Issue: 31
  • ISSN: 1730-2668

Abstract

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In gaussian linear models with known matrices covariance, the problem of robust estimation of a given linear function f of variance components is considered. An estimator of robust is constructed which is the most stable (most model-robust) to changes of the kurtosis of the original distributions.

How to cite

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Wojciech Zieliński. "Robust estimation of variance components." Mathematica Applicanda 17.31 (1989): null. <http://eudml.org/doc/293386>.

@article{WojciechZieliński1989,
abstract = {In gaussian linear models with known matrices covariance, the problem of robust estimation of a given linear function f of variance components is considered. An estimator of robust is constructed which is the most stable (most model-robust) to changes of the kurtosis of the original distributions.},
author = {Wojciech Zieliński},
journal = {Mathematica Applicanda},
keywords = {Analysis of variance and covariance; Robustness and adaptive procedures},
language = {eng},
number = {31},
pages = {null},
title = {Robust estimation of variance components},
url = {http://eudml.org/doc/293386},
volume = {17},
year = {1989},
}

TY - JOUR
AU - Wojciech Zieliński
TI - Robust estimation of variance components
JO - Mathematica Applicanda
PY - 1989
VL - 17
IS - 31
SP - null
AB - In gaussian linear models with known matrices covariance, the problem of robust estimation of a given linear function f of variance components is considered. An estimator of robust is constructed which is the most stable (most model-robust) to changes of the kurtosis of the original distributions.
LA - eng
KW - Analysis of variance and covariance; Robustness and adaptive procedures
UR - http://eudml.org/doc/293386
ER -

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