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EM
S-estimation
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Farcomeni, Alessio
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Greco, Luca
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Computational Statistics
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S-estimation
of hidden Markov models
Farcomeni, Alessio
;
Greco, Luca
- In:
Computational Statistics
30
(
2015
)
1
,
pp. 57-80
algorithm is modified by replacing the classical M-step with high breakdown
S-estimation
of location and scatter, performed by …
Persistent link: https://www.econbiz.de/10011241312
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