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August 1996 Robust estimation of parameters in a mixed unbalanced model
Tadeusz Bednarski, Stefan Zontek
Ann. Statist. 24(4): 1493-1510 (August 1996). DOI: 10.1214/aos/1032298279

Abstract

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.

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Tadeusz Bednarski. Stefan Zontek. "Robust estimation of parameters in a mixed unbalanced model." Ann. Statist. 24 (4) 1493 - 1510, August 1996. https://doi.org/10.1214/aos/1032298279

Information

Published: August 1996
First available in Project Euclid: 17 September 2002

zbMATH: 0878.62024
MathSciNet: MR1416644
Digital Object Identifier: 10.1214/aos/1032298279

Subjects:
Primary: 62F35, 62J10

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.24 • No. 4 • August 1996
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