Robust designs for the one-way random effects model using Q-estimators

Date

2009-12-04T20:28:36Z

Authors

Yang, Xiaolong

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Abstract

Robust statistics is an extension of classical parametric statistics, which provides a safeguard against gross errors in experiments. Effectively, robustness properties of Uhlig's Q-estimators are examined and compared with that. of Rocke's Ai-estimators. In particular, the finite-sample implosion and explosion breakdown points are inves-tigated and introduced into constructing robust designs for the one-way random effects model. Optimal robust designs based on Uhlig's Q-estimation are similar to the ones based on Rocke's M-estimation. Ultimately. robust estimation procedures would provide steady and reliable estimates of model parameters in case of the occurrence of outliers.

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Keywords

robust statistics

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