[abe] Seminário Conjunto UFSCar/ICMC - 10/06/2014 (TERÇA-FEIRA) - 14h00 - ICMC-USP
Carlos Diniz
dcad em ufscar.br
Qua Jun 4 13:58:49 -03 2014
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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