Robust Estimation in the Normal Mixture Model Based on Robust Clustering

DOI10.1111/J.1467-9868.2008.00657.XMaRDI QIDQ3631473zbMATH OpenOpenAlexFDO

Authors Juan Antonio Cuesta-Albertos, Carlos Matrán, Agustín Mayo-Iscar

Publication date 10 June 2009

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9868.2008.00657.x

zbMATH Keywords

asymptoticsEM algorithmidentifiabilityinfluence functionbreakdown pointtrimmed \(k\)-meanscensored maximum likelihoodmultivariate normal mixture model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
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• Robustness Properties of k Means and Trimmed k Means
• Trimmed \(k\)-means: An attempt to robustify quantizers
• Weak convergence and empirical processes. With applications to statistics

Cited in

(23)

• Robust fitting of hidden Markov regression models under a longitudinal setting
• Minimum covariance determinant and extensions
• Robust estimation of \(k\)-component univariate normal mixtures
• James-Stein shrinkage to improve \(k\)-means cluster analysis
• Missing values and directional outlier detection in model-based clustering
• A robust EM clustering algorithm for Gaussian mixture models
• Robust joint modeling of mean and dispersion through trimming
• Bayesian estimation of dynamic finite mixtures
• Soft clustering
• A review of robust clustering methods
• Discussion: The forward search: theory and data analysis
• S-estimation of hidden Markov models
• Nonparametric K-means algorithm with applications in economic and functional data
• Analysis of rounded data in mixture normal model
• Improving K-means method via shrinkage estimation and LVQ algorithm
• A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering
• Robust M-Estimation Based Bayesian Cluster Enumeration for Real Elliptically Symmetric Distributions
• A reweighting approach to robust clustering
• Robust clustering based on trimming
• scientific article; zbMATH DE number 1759593 (Why is no real title available?)
• Exploring the number of groups in robust model-based clustering
• Comments on ``The power of monitoring: how to make the most of a contaminated multivariate sample
• Maximum Lq-Likelihood Estimation via the Expectation-Maximization Algorithm: A Robust Estimation of Mixture Models

Describes a project that uses

Uses Software

• R

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