Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142)
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scientific article
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| English | 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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0.8277472853660583
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0.8001839518547058
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0.8001839518547058
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0.7645590305328369
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0.7620736956596375
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