Geodesic
Robust m-estimator of parameters in variance components model
Discussiones Mathematicae. Probability and Statistics, Tome 22 (2002) no. 1-2, pp. 61-71

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It is shown that a method of robust estimation in a two way crossed classification mixed model, recently proposed by Bednarski and Zontek (1996), can be extended to a more general case of variance components model with commutative a covariance matrices.
Keywords: Robust estimator, maximum likelihood estimator, statistical functional, Fisher consistency, Fréchet differentiability 
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Zmyślony, Roman; Zontek, Stefan. Robust m-estimator of parameters in variance components model. Discussiones Mathematicae. Probability and Statistics, Tome 22 (2002) no. 1-2, pp. 61-71. http://geodesic.mathdoc.fr/item/DMPS_2002_22_1-2_a5/