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.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1032, author = {Roman Zmy\'slony and Stefan Zontek}, title = {Robust m-estimator of parameters in variance components model}, journal = {Discussiones Mathematicae Probability and Statistics}, volume = {22}, year = {2002}, pages = {61-71}, zbl = {1037.62022}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1032} }
Roman Zmyślony; Stefan Zontek. Robust m-estimator of parameters in variance components model. Discussiones Mathematicae Probability and Statistics, Tome 22 (2002) pp. 61-71. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1032/
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