Computing Robust Statistics via an EM Algorithm

DOI10.1007/978-981-15-1735-8_2MaRDI QIDQ3298048zbMATH OpenOpenAlexFDO

Authors Maheswaran Rohan

Publication date 21 July 2020

Published in Statistics for Data Science and Policy Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-981-15-1735-8_2

zbMATH Keywords

improper distributionM-estimatormixture distributions

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Nonparametric robustness (62G35)

Recommendations

• Robust empirical likelihood
• EM algorithm and its application to testing hypotheses
• EM Algorithms
• Extensions of estimation methods using the EM algorithm
• scientific article; zbMATH DE number 1059776
• Robust estimation of U-statistics
• Statistical guarantees for the EM algorithm: from population to sample-based analysis
• scientific article; zbMATH DE number 849934
• The stochastic EM algorithm: Estimation and asymptotic results

Cites work

• scientific article; zbMATH DE number 3768770 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• Mixture models with an improper component
• Robust Estimates of Location: Survey and Advances
• Robust Estimation of a Location Parameter
• Robust regression using iteratively reweighted least-squares
• Robust Statistics
• Robust Statistics
• Robustness of ML Estimators of Location-Scale Mixtures
• The EM Algorithm and Extensions, 2E

Cited in

(1)

• Robust w-Estimators for Cryo-EM Class Means

Describes a project that uses

Uses Software

• BayesDA

This page was built for publication: Computing Robust Statistics via an EM Algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3298048)