Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data

Computational Statistics and Data Analysis

Volumn 52, Issue 4, 2008, Pages 2042-2065

  Cheng, Tsung Chi ^a   Biswas, Atanu ^b  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

Forward search algorithm; Mahalanobis distance; Maximum trimmed likelihood estimator; Minimum covariance determinant estimator; Mixed data; Multiple outliers; Robust diagnostics

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DATA REDUCTION; DATA STRUCTURES; MULTIVARIABLE SYSTEMS; ROBUST CONTROL;

FORWARD SEARCH ALGORITHMS; MAHALANOBIS DISTANCES; MAXIMUM TRIMMED LIKELIHOOD ESTIMATORS; MINIMUM COVARIANCE DETERMINANT ESTIMATORS; MIXED DATA; MULTIPLE OUTLIERS; ROBUST DIAGNOSTICS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 35748971517     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.06.026     Document Type: Article

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