SEMINARIO DE INVESTIGACIÓN DEL DEPARTAMENTO DE ESTADÍSTICA, UNIVERSIDAD NACIONAL DE COLOMBIA, SEDE BOGOTÁ

SEMINARIO DE INVESTIGACIÓN DEL DEPARTAMENTO DE ESTADÍSTICA, UNIVERSIDAD NACIONAL DE COLOMBIA, SEDE BOGOTÁ

Fecha: 8 de junio de 2023 (Jueves)
Hora: 2:00pm
Lugar: Canal YouTube Facultad de Ciencias
 
Conferencista:
Marco Riquelme
Universidad de Valparaíso
 
Título: Robust linear functional mixed model
 
Abstract: 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 (Riquelme, 2015).