Computing Robust Statistics via an EM Algorithm

DOI10.1007/978-981-15-1735-8_2zbMath1444.62062OpenAlexW3014940130MaRDI QIDQ3298048

Maheswaran Rohan

Publication date: 21 July 2020

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

Full work available at URL: https://doi.org/10.1007/978-981-15-1735-8_2

zbMATH Keywords

M-estimatormixture distributionsimproper distribution

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32)

Uses Software

• BayesDA

Cites Work

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• The EM Algorithm and Extensions, 2E
• Robust regression using iteratively reweighted least-squares
• Mixture models with an improper component
• Robustness of ML Estimators of Location-Scale Mixtures
• Robust Statistics
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances
• Robust Statistics

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