[abe] Seminário Conjunto UFSCar/ICMC - 10/06/2014 (TERÇA-FEIRA) - 14h00 - ICMC-USP

[Carlos Diniz]

Seminário Conjunto UFSCar/ICMC – 10/06/2014 - 14h00

LOCAL: ICMC-USP 

TÍTULO: Robust Linear Functional Mixed Models



PALESTRANTE: Marco Riquelme - Universidad Católica del Maule, Talca, Chile

 

RESUMO: 

In this work we propose a linear functional model with normal random effects and elliptical errors extending 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 parameter estimates. A simulation study is presented illustrating the good performance of the proposed approach, including the robustness property for the heavier tail models.

(Work in joint  with Heleno Bolfarine and Manuel Galea)


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