This paper describes a method of robust estimation of shift and scale parameters in a mixed unbalanced interlaboratory model. Estimators presented result from "easily computable" Fréchet differentiable
functionals which enjoy some optimal properties in a small neighborhood of the model. A rigorous treatment of their asymptotic behaviour under departures from the model assumptions and a simulation study are given.
Publié le : 1996-08-14
Classification:
Mixed models,
robust estimation,
von Mises method,
62J10,
62F35
@article{1032298279,
author = {Bednarski, Tadeusz and Zontek, Stefan},
title = {Robust estimation of parameters in a mixed unbalanced model},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 1493-1510},
language = {en},
url = {http://dml.mathdoc.fr/item/1032298279}
}
Bednarski, Tadeusz; Zontek, Stefan. Robust estimation of parameters in a mixed unbalanced model. Ann. Statist., Tome 24 (1996) no. 6, pp. 1493-1510. http://gdmltest.u-ga.fr/item/1032298279/