Robust Variance Components Estimation in the PERG Mixed Distributions of Empirical Variances—PEROBVC Method  

作　　者：Perović Gligorije Perović Gligorije(Department of Geodesy and Geoinformatics, Faculty of Civil Engineering, University of Belgrade, Belgrade, Serbia)

机构地区：[1]Department of Geodesy and Geoinformatics, Faculty of Civil Engineering, University of Belgrade, Belgrade, Serbia

出　　处：《Open Journal of Statistics》2020年第4期640-650,共11页统计学期刊（英文）

摘　　要：A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inverse problem solution is given, namely a (new) robust method for estimation of variances of both distributions—PEROBVC Method, as well as the estimates for the numbers of observations for both distributions and, in this way also the estimate of contamination degree.A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inverse problem solution is given, namely a (new) robust method for estimation of variances of both distributions—PEROBVC Method, as well as the estimates for the numbers of observations for both distributions and, in this way also the estimate of contamination degree.

关 键 词：Non-Homogeneous Sets of Empirical Variances PERG Mixed Distribution of Empirical Variances Robust Variance Components Estimation—PEROBVC Method 

分 类 号：O17[理学—数学]