High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Year of publication: |
2015
|
---|---|
Authors: | Maronna, Ricardo A. ; Yohai, Victor J. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 83.2015, C, p. 262-274
|
Publisher: |
Elsevier |
Subject: | Finite-sample efficiency | Robust regression | Robust multivariate location and scatter | Kullback–Leibler divergence |
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