OBRE

Optimal B-Robust Estimator Tools

Andrea Riboldi, Fabio Piacenza, Oliver Kuehnle, Davide di Vincenzo, Ivan Luciano Danesi

Last update: 9 June 2023

Copyright license: GNU General Public License

Software version identifier: 0.1-0, 0.2-0

An implementation for computing Optimal B-Robust Estimators of two-parameter distribution. The procedure is composed of some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is covariance matrix computation using a closed formula.