Trimming and likelihood: Robust location and dispersion estimation in the elliptical model

DOI10.1214/07-AOS541zbMath1148.62038arXiv0811.0503MaRDI QIDQ955142

Carlos Matrán, Agustín Mayo-Iscar, Juan Antonio Cuesta-Albertos

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.0503

zbMATH Keywords

asymptoticselliptical distributionsexponential familybreakdown pointidentifiabilitymultivariate normal distributioncensored maximum likelihoodgross errors modelMVE estimatorsmart estimatortruncated maximum likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• robustbase

Cites Work

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