Asymptotic normality and efficiency of variance components estimators with high breakdown points

• Autorzy: Christine H. Müller
• Języki publikacji: EN

Abstrakty

EN

For estimating the variance components of a one-way random effect model recently Uhlig (1995, 1997) and Lischer (1996) proposed non-iterative estimators with high breakdown points. These estimators base on the high breakdown point scale estimators of Rousseeuw and Croux (1992, 1993), which they called Q-estimators. In this paper the asymptotic normal distribution of the new variance components estimators is derived so that the asymptotic efficiency of these estimators can be compared with that of the maximum likelihood estimators.

Słowa kluczowe

EN

variance component model   robust estimation   Q estimator   asymptotic normality  

Kategorie tematyczne

• 62F12: Asymptotic properties of estimators
• 62F35: Robustness and adaptive procedures

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2000
• Tom: 20
• Numer: 1
• Strony: 85-95

Daty

wydano

2000

otrzymano

1998-11-27

poprawiono

1999-08-03

Twórcy

autor

Christine H. Müller

• Georg-August-University Göttingen, Institute of Mathematical Stochastics, Lotzestr. 13, 37083 Göttingen, Germany

Bibliografia

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Identyfikatory

DOI

10.7151/dmps.1005