Robust linear functional mixed models
In this paper we propose a linear functional model with normal random effects and elliptical errors, thus extending the standard normal models considered previously. The corrected score approach (Nakamura, 1990) is used for parameter estimation and the resulting estimators are shown to be consistent...
| Autor Principal: | Riquelme-Álamos, Marco |
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| Otros Autores: | Bolfarine, Heleno, Galea, Manuel |
| Formato: | Artículo |
| Idioma: | English |
| Publicado: |
2017
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| Materias: | |
| Acceso en línea: |
http://repositorio.ucm.cl:8080/handle/ucm/1189 |
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| Sumario: |
In this paper we propose a linear functional model with normal random effects and elliptical errors, thus extending the standard normal models considered previously. The corrected score approach (Nakamura, 1990) is used for parameter estimation and the resulting estimators are shown to be consistent and asymptotically normal. The local influence approach (Cook, 1986) is used for assessing influence of small perturbations on the parameter estimates. A simulation study is presented illustrating the good performance of the proposed approach, including the robustness property for the heavier tail models. |
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