ROBUST ESTIMATION OF VARIANCE COMPONENTS MODEL
来源期刊:中国有色金属学报(英文版)1999年第1期
论文作者:Wang Zhizhong Zhu Jianjun
文章页码:192 - 196
Key words:influence function; robust estimation; variance component
Abstract: Classical least squares estimation consists of minimizing the sum of the squared residuals of observation. Many authors have produced more robust versions of this estimation by replacing the square by something else, such as the absolute value. These approaches have been generalized, and their robust estimations and influence functions of variance components have been presented. The results may have wide practical and theoretical value.