Robust estimation of parameters in a mixed unbalanced model

• 成果类型: Article
• 署名作者: Bednarski, T; Zontek, S
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 1493-1510
• 关键词: frechet differentiability; regression

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.