Geodesic
Robust estimation of variance components
Mathematica Applicanda, Tome 17 (1989) no. 31, pp. 17-37.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

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.
DOI : 10.14708/ma.v17i31.1762
Classification : 62J10 (62F35)
Mots-clés : Analysis of variance and covariance, Robustness and adaptive procedures 
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     title = {Robust estimation of variance components},
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Wojciech Zieliński. Robust estimation of variance components. Mathematica Applicanda, Tome 17 (1989) no. 31, pp.  17-37. doi : 10.14708/ma.v17i31.1762. http://geodesic.mathdoc.fr/articles/10.14708/ma.v17i31.1762/

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