For estimating the variance components of a one-way random effect model recently Uhlig (1995, 1997) and Lischer (1996) proposed non-iterative estimators with high breakdown points. These estimators base on the high breakdown point scale estimators of Rousseeuw and Croux (1992, 1993), which they called Q-estimators. In this paper the asymptotic normal distribution of the new variance components estimators is derived so that the asymptotic efficiency of these estimators can be compared with that of the maximum likelihood estimators.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1005,
author = {Christine H. M\"uller},
title = {Asymptotic normality and efficiency of variance components estimators with high breakdown points},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {20},
year = {2000},
pages = {85-95},
zbl = {1113.62311},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1005}
}
Christine H. Müller. Asymptotic normality and efficiency of variance components estimators with high breakdown points. Discussiones Mathematicae Probability and Statistics, Tome 20 (2000) pp. 85-95. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1005/
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