Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142)

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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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