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Original Articles

Robust Estimation of Variance Components

Pages 51-60 | Published online: 23 Mar 2012

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Zhen Yang, Yihui Luan & Jiming Jiang. (2023) The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers. Communications in Statistics - Theory and Methods 52:18, pages 6311-6340.
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Vural Yildirim & Yeliz Mert Kantar. (2020) Robust estimation approach for spatial error model. Journal of Statistical Computation and Simulation 90:9, pages 1618-1638.
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F. Touati & N. Benaraba. (2018) Robust inversion method for jointly estimating parameters and variance components from heterogeneous monitoring data. Inverse Problems in Science and Engineering 26:4, pages 530-552.
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Claudio Agostinelli & Víctor J. Yohai. (2016) Composite Robust Estimators for Linear Mixed Models. Journal of the American Statistical Association 111:516, pages 1764-1774.
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Agnieszka Kulawik & Stefan Zontek. (2015) Robust estimation in the multivariate normal model with variance components. Statistics 49:4, pages 766-780.
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C. Giusti, N. Tzavidis, M. Pratesi & N. Salvati. (2014) Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models. Communications in Statistics - Simulation and Computation 43:3, pages 549-568.
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Alessio Farcomeni. (2014) Robust Constrained Clustering in Presence of Entry-Wise Outliers. Technometrics 56:1, pages 102-111.
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SandraE. Melo, BettyJ. Garzón & OscarO. Melo. (2013) Cell Means Model for Balanced Factorial Designs with Nested Mixed Factors. Communications in Statistics - Theory and Methods 42:11, pages 2009-2024.
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Temesgen Zewotir & JackyS. Galpin. (2006) Evaluation of Linear Mixed Model Case Deletion Diagnostic Tools by Monte Carlo Simulation. Communications in Statistics - Simulation and Computation 35:3, pages 645-682.
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AliceM. Richardson. (1997) Bounded Influence Estimation in the Mixed Linear Model. Journal of the American Statistical Association 92:437, pages 154-161.
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C.A. McGilchrist & K.K.W. Yau. (1995) The derivation of blup, ML, REML estimation methods for generalised linear mixed models. Communications in Statistics - Theory and Methods 24:12, pages 2963-2980.
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C. A. Mcgilchrist & T. E. Ragunathan. (1995) Generalised components of variance models. Communications in Statistics - Theory and Methods 24:2, pages 349-361.
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Ronald Christensen, LarryM. Pearson & Wesley Johnson. (1992) Case-Deletion Diagnostics for Mixed Models. Technometrics 34:1, pages 38-45.
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R.R. Hocking. (1990) A new approach to variance component estimation with diagnostic implications. Communications in Statistics - Theory and Methods 19:12, pages 4591-4617.
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R.R. Hocking, J.W. Green & R.H. Bremer. (1989) Variance-Component Estimation With Model-Based Diagnostics. Technometrics 31:2, pages 227-239.
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DavidM. Rocke. (1989) Robust Control Charts. Technometrics 31:2, pages 173-184.
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RichardJ. Beckman, ChristopherJ. Nachtsheim & R. Dennis Cook. (1987) Diagnostics for Mixed – Model Analysis of Variance. Technometrics 29:4, pages 413-426.
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Kimberly Kearns Hockman & James M. Lucas. (1987) Variability Reduction through Subvessel CUSUM Control. Journal of Quality Technology 19:3, pages 113-121.
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BrentR. Moulton. (1987) Diagnostics for Group Effects in Regression Analysis. Journal of Business & Economic Statistics 5:2, pages 275-282.
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William H. Fellner. (1987) Sparse matrices, and the estimation of variance components by likelihood methods. Communications in Statistics - Simulation and Computation 16:2, pages 439-463.
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Forough Karlberg. (2015) Small Area Estimation for Skewed Data in the Presence of Zeroes. Statistics in Transition New Series 16:4, pages 541-562.
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Sanjoy K. Sinha & Abdus Sattar. (2015) Inference in semi-parametric spline mixed models for longitudinal data. METRON 73:3, pages 377-395.
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Jon N. K. Rao, Sanjoy K. Sinha & Laura Dumitrescu. (2013) Robust small area estimation under semi‐parametric mixed models. Canadian Journal of Statistics 42:1, pages 126-141.
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