Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142): Difference between revisions
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Revision as of 14:48, 28 February 2024
scientific article
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| English | Trimming and likelihood: Robust location and dispersion estimation in the elliptical model |
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Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (English)
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18 November 2008
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multivariate normal distribution
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elliptical distributions
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exponential family
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MVE estimator
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identifiability
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censored maximum likelihood
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truncated maximum likelihood
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asymptotics
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breakdown point
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gross errors model
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smart estimator
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