mvdpd

MaRDI QIDQ7371682CRANFDO

Authors Claudio Agostinelli, Abhik Ghosh, Ayanendranath Basu

Last update 5 September 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.1-1

Description

Robust multivariate estimation based on multivariate, composite and componentwise Density Power Divergence (DPD) minimization in multivariate normal distribution for casewise and cellwise contamination. Robust estimation for multivariate ordered gamma model using multivariate and composite DPD minimization. See A. Ghosh, C. Agostinelli, and A. Basu (2026) A Composite Divergence Approach to Robust Multivariate Estimation under Cellwise and Casewise Contamination. <doi:10.48550/arXiv.2608.18914> for full details.

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