EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Variance component estimators"
Narrow search

Narrow search

Year of publication
Subject
All
Henderson method III 1 Linear mixed model 1 Robust estimators 1 Variance component estimators 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Molina, Isabel 1 Peña, Daniel 1 Pérez, Betsabé 1
Institution
All
Departamento de Estadistica, Universidad Carlos III de Madrid 1
Published in...
All
Statistics and Econometrics Working Papers 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Robust Henderson III estimators of variance components in the nested error model
Pérez, Betsabé; Peña, Daniel; Molina, Isabel - Departamento de Estadistica, Universidad Carlos III de … - 2011
Common methods for estimating variance components in Linear Mixed Models include Maximum Likelihood (ML) and Restricted Maximum Likelihood (REML). These methods are based on the strong assumption of multivariate normal distribution and it is well know that they are very sensitive to outlying...
Persistent link: https://www.econbiz.de/10009394373
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...