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Robustness of an S-Estimator in the One-Way Random Effects Model.

Biom. J. 42, 215-221 (2000)
DOI
Open Access Green as soon as Postprint is submitted to ZB.
An S-estimator is defined for the one-way random effects model, analogous to an S-estimator in the model of i.i.d. random vectors. The estimator resembles the multivariate S-estimator with respect to existence and weak continuity. The proof of existence of the estimator yields in addition an upper bound for the breakdown point of the S-estimator of one of the variance components which is rather low. An improvement of the estimator is proposed which overcomes this deficiency. Nevertheless this estimator is an example that new problems of robustness arise in more structured models.
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Publication type Article: Journal article
Document type Scientific Article
Corresponding Author
Keywords Existence Breakdown point Outlier Weak continuity Consistency
ISSN (print) / ISBN 0323-3847
e-ISSN 1521-4036
Quellenangaben Volume: 42, Issue: 2, Pages: 215-221 Article Number: , Supplement: ,
Publisher Wiley
Publishing Place Weinheim
Non-patent literature Publications
Reviewing status Peer reviewed
Institute(s) Institute of Epidemiology (EPI)
Institute of Epidemiology (EPI)