scientific article; zbMATH DE number 775123

MaRDI QIDQ4839622zbMATH OpenFDO

Authors D. Vandev, N. M. Neykov

Publication date 17 July 1995

zbMATH Keywords

locationscalerobust estimatorsmaximum likelihood principlemultivariate normal case

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cited in

(8)

• Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
• Robust diagnostics for the heteroscedastic regression model
• Robust joint modeling of mean and dispersion through trimming
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
• Robust fitting of mixtures using the trimmed likelihood estimator
• A central limit theorem for multivariate generalized trimmed \(k\)-means
• Maximum likelihood estimation in Gaussian models under total positivity
• Robust estimation and regression with parametric quantile functions

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