Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
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Publication:3792070
DOI10.2307/2347491zbMath0647.62040OpenAlexW48439977MaRDI QIDQ3792070
Publication date: 1988
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347491
EM algorithmerror estimationcovariance matrixmeanmaximum likelihoodmultivariate tsimulation studyModel selectionrobust estimationmixture modelsmissing valuesmultivariate linear regressionmultivariate normal datacontaminated normal models
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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