S-estimation of hidden Markov models

DOI10.1007/S00180-014-0521-2zbMath1342.65032DBLPjournals/cstat/Farcomeni015OpenAlexW2017406486WikidataQ59396812 ScholiaQ59396812MaRDI QIDQ736987

Luca Greco, Alessio Farcomeni

Publication date: 5 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11573/585579

zbMATH Keywords

mixtureHMMEMMahalanobis distanceS-estimationbisquarerobust distance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

Robust fitting of mixtures of GLMs by weighted likelihood ⋮ Robust fitting of mixture models using weighted complete estimating equations ⋮ Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers ⋮ Finite Mixtures of Multivariate Wrapped Normal Distributions for Model Based Clustering of p -Torus Data ⋮ Weighted likelihood mixture modeling and model-based clustering ⋮ Weighted likelihood latent class linear regression

Uses Software

• robustbase

Cites Work

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