Mixed linear models are used to analyse data in many settings. These models generally rely on the normality assumption and are often fitted by means of the maximum likelihood estimator (MLE) or the restricted maximum likelihood estimator (REML). However, the sensitivity of these estimation...

Robust estimation of covariance matrices when some of the data at hand are missing is an important problem. It has been studied by Little and Smith (1987) and more recently by Cheng and Victoria-Feser (2002). The latter propose the use of high breakdown estimators and so-called hybrid algorithms...