Maximum Lq-Likelihood Estimation via the Expectation-Maximization Algorithm: A Robust Estimation of Mixture Models

DOI10.1080/01621459.2013.787933MaRDI QIDQ2861806zbMATH OpenOpenAlexFDO

Authors Carey E. Priebe, Yichen Qin

Publication date 11 November 2013

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2013.787933

zbMATH Keywords

gross error modelrobustness

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A <formula formulatype="inline"><tex>$q$</tex></formula>-Parameterized Deterministic Annealing EM Algorithm Based on Nonextensive Statistical Mechanics
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Mathematical statistics. Basic ideas and selected topics. Volume I
• Maximum L\(q\)-likelihood estimation
• Maximum likelihood estimation via the ECM algorithm: A general framework
• On the convergence properties of the EM algorithm
• Robust Estimation in the Normal Mixture Model Based on Robust Clustering

Cited in

(13)

• Standardization of multivariate Gaussian mixture models and background adjustment of PET images in brain oncology
• \textit{Independent approximates} enable closed-form estimation of heavy-tailed distributions
• Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms
• Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
• Bayesian Repulsive Gaussian Mixture Model
• Maximum Lq-Likelihood Estimation for the parameters of Marshall-Olkin Extended Burr XII Distribution
• Penalized Lq-likelihood estimators and variable selection in linear regression models
• Robust group variable screening based on maximum Lq-likelihood estimation
• Lq-based robust analytics on ultrahigh and high dimensional data
• Maximum L_q-likelihood estimation of reproductive dispersion linear models
• Robust parameter estimation and variable selection in regression models for asymmetric heteroscedastic data
• Robust heterogeneity adjustment for Gaussian graphical model with latent variables
• A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming

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