Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values (Q3792070)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values |
scientific article |
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Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values (English)
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1988
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multivariate linear regression
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mixture models
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robust estimation
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mean
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covariance matrix
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missing values
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maximum likelihood
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multivariate t
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contaminated normal models
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EM algorithm
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multivariate normal data
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simulation study
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Model selection
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error estimation
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