Approaches to robust estimation in the simplest variance components model

Werner A. Stahel; Alan Welsh

doi:10.1016/s0378-3758(96)00050-x

Approaches to robust estimation in the simplest variance components model

Werner A. Stahel^*, Alan Welsh

^*Corresponding author for this work

Research School of Finance, Actuarial Studies & Statistics

Research output: Contribution to journal › Article › peer-review

22 Citations (Scopus)

Abstract

The simplest case of a random effects or variance components model is given by g groups with random location. We apply several general principles which can help to obtain robust methods to this situation. Two approaches, introduced by Rocke (Biometrika 70 (1983) 303-309) and Fellner (Technometrics 28 (1985) 51-60) are described and elaborated. A small simulation study suggests that considerable gains can be obtained by using robust procedures.

Original language	English
Pages (from-to)	295-319
Number of pages	25
Journal	Journal of Statistical Planning and Inference
Volume	57
Issue number	2
DOIs	https://doi.org/10.1016/s0378-3758(96)00050-x
Publication status	Published - 1 Feb 1997

Access to Document

10.1016/s0378-3758(96)00050-x

Cite this

@article{4a270594ab5d4cfc929e707202b6d98e,

title = "Approaches to robust estimation in the simplest variance components model",

abstract = "The simplest case of a random effects or variance components model is given by g groups with random location. We apply several general principles which can help to obtain robust methods to this situation. Two approaches, introduced by Rocke (Biometrika 70 (1983) 303-309) and Fellner (Technometrics 28 (1985) 51-60) are described and elaborated. A small simulation study suggests that considerable gains can be obtained by using robust procedures.",

keywords = "Approaches to robust statistics, Huberizing, Random effects, Robust maximum likelihood",

author = "Stahel, {Werner A.} and Alan Welsh",

year = "1997",

month = feb,

day = "1",

doi = "10.1016/s0378-3758(96)00050-x",

language = "English",

volume = "57",

pages = "295--319",

journal = "Journal of Statistical Planning and Inference",

issn = "0378-3758",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - Approaches to robust estimation in the simplest variance components model

AU - Stahel, Werner A.

AU - Welsh, Alan

PY - 1997/2/1

Y1 - 1997/2/1

N2 - The simplest case of a random effects or variance components model is given by g groups with random location. We apply several general principles which can help to obtain robust methods to this situation. Two approaches, introduced by Rocke (Biometrika 70 (1983) 303-309) and Fellner (Technometrics 28 (1985) 51-60) are described and elaborated. A small simulation study suggests that considerable gains can be obtained by using robust procedures.

AB - The simplest case of a random effects or variance components model is given by g groups with random location. We apply several general principles which can help to obtain robust methods to this situation. Two approaches, introduced by Rocke (Biometrika 70 (1983) 303-309) and Fellner (Technometrics 28 (1985) 51-60) are described and elaborated. A small simulation study suggests that considerable gains can be obtained by using robust procedures.

KW - Approaches to robust statistics

KW - Huberizing

KW - Random effects

KW - Robust maximum likelihood

UR - http://www.scopus.com/inward/record.url?scp=0031065931&partnerID=8YFLogxK

U2 - 10.1016/s0378-3758(96)00050-x

DO - 10.1016/s0378-3758(96)00050-x

M3 - Article

AN - SCOPUS:0031065931

SN - 0378-3758

VL - 57

SP - 295

EP - 319

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 2

ER -

Approaches to robust estimation in the simplest variance components model

Abstract

Access to Document

Other files and links

Fingerprint

Cite this