TITLE:
Robust Variance Components Estimation in the PERG Mixed Distributions of Empirical Variances—PEROBVC Method
AUTHORS:
Perović Gligorije
KEYWORDS:
Non-Homogeneous Sets of Empirical Variances, PERG Mixed Distribution of Empirical Variances, Robust Variance Components Estimation—PEROBVC Method
JOURNAL NAME:
Open Journal of Statistics,
Vol.10 No.4,
August
4,
2020
ABSTRACT: 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.