Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data

DOI10.1016/j.csda.2007.06.026zbMath1452.62368OpenAlexW2055310514MaRDI QIDQ1023535

Tsung-Chi Cheng, Atanu Biswas

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.06.026

zbMATH Keywords

mixed datamultiple outliersMahalanobis distancerobust diagnosticsminimum covariance determinant estimatorforward search algorithmmaximum trimmed likelihood estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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