Mostrar el registro sencillo de la publicación
Robust linear functional mixed models
| dc.contributor.author | Riquelme-Álamos, Marco | |
| dc.contributor.author | Bolfarine, Heleno | |
| dc.contributor.author | Galea, Manuel | |
| dc.date.accessioned | 2017-11-13T12:22:18Z | |
| dc.date.available | 2017-11-13T12:22:18Z | |
| dc.date.issued | 2015 | |
| dc.identifier.uri | http://repositorio.ucm.cl/handle/ucm/1189 | |
| dc.description.abstract | 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. | es_CL |
| dc.language.iso | en | es_CL |
| dc.rights | Atribución-NoComercial-SinDerivadas 3.0 Chile | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ | * |
| dc.source | Journal of Multivariate Analysis, 134, 82-98 | es_CL |
| dc.subject | Corrected score estimators | es_CL |
| dc.subject | Local influence | es_CL |
| dc.subject | Elliptical distributions | es_CL |
| dc.subject | Linear functional mixed models | es_CL |
| dc.title | Robust linear functional mixed models | es_CL |
| dc.type | Article | es_CL |
| dc.ucm.facultad | Facultad de Ciencias Básicas | es_CL |
| dc.ucm.indexacion | Scopus | es_CL |
| dc.ucm.indexacion | Isi | es_CL |
| dc.ucm.uri | sibib2.ucm.cl:2048/login?url=https://www.sciencedirect.com/science/article/pii/S0047259X14002358?via%3Dihub | es_CL |
| dc.ucm.doi | doi.org/10.1016/j.jmva.2014.10.008 | es_CL |
Ficheros en la publicación
| Ficheros | Tamaño | Formato | Ver |
|---|---|---|---|
|
No hay ficheros asociados a esta publicación. |
|||
Esta publicación aparece en la(s) siguiente(s) colección(ones)
Excepto si se señala otra cosa, la licencia de la publicación se describe como Atribución-NoComercial-SinDerivadas 3.0 Chile