Robust estimation of variance components

• Autorzy: Wojciech Zieliński
• Języki publikacji: EN

Abstrakty

EN

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.

PL

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Słowa kluczowe

EN

Analysis of variance and covariance; Robustness and adaptive procedures

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1989
• Tom: 17
• Numer: 31

Daty

wydano

1989

online

1989-11-02

Twórcy

autor

Wojciech Zieliński

Identyfikatory

DOI

10.14708/ma.v17i31.1762