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Persistent link: https://www.econbiz.de/10001645100
n this paper, we consider the problem of outliers in incomplete multivariate data, when the aim is to estimate a measure of mean and covariance as it is the case for example in factor analysis. In such a situation the ER algorithm of Little and Smith (1987) which combines the EM algorithm for...
Persistent link: https://www.econbiz.de/10014185951