Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trimming and likelihood: Robust location and dispersion estimation in the elliptical model |
scientific article |
Statements
Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (English)
0 references
18 November 2008
0 references
multivariate normal distribution
0 references
elliptical distributions
0 references
exponential family
0 references
MVE estimator
0 references
identifiability
0 references
censored maximum likelihood
0 references
truncated maximum likelihood
0 references
asymptotics
0 references
breakdown point
0 references
gross errors model
0 references
smart estimator
0 references
