Under a linear regression model, the best linear unbiased estimator (BLUE) for a finite population total can be obtained. The problem studied here is that of estimating the variance for setting ...

Methods of Rubin (1983) for robust estimation of a mean and covariance matrix and associated parameters are extended to analyse data with missing values. The methods are maximum likelihood (ML) for ...

Robust inference in time series analysis is concerned with developing statistical methods that remain valid under departures from standard model assumptions, such as the presence of heteroskedasticity ...