We propose a simple estimator for the weight in a two-component mixture model between a known and an unknown density. We make no parametric assumptions about the unknown component and estimate the weight conservatively, i.e., the estimate is smaller than the true value with high probability. A...

Multivariate outlier identification requires the choice of reliable cut-off points for the robust distances that measure the discrepancy from the fit provided by high-breakdown estimators of location and scatter. Multiplicity issues affect the identification of the appropriate cut-off points. It...

Robust distances are mainly used for the purpose of detecting multivariate outliers. The precise definition of cut-off values for formal outlier testing assumes that the “good” part of the data comes from a multivariate normal population. Robust distances also provide valuable information on...

<Para ID="Par1">A method for robust estimation of dynamic mixtures of multivariate distributions is proposed. The EM algorithm is modified by replacing the classical M-step with high breakdown S-estimation of location and scatter, performed by using the bisquare multivariate S-estimator. Estimates are obtained...</para>

A two-component parametric mixture is proposed to model survival after an invasive treatment, when patients may experience different hazards regimes: a risk of early mortality directly related to the treatment and/or the treated condition, and a risk of late death influenced by several exogenous...

The paper investigates the problem of determining patterns of criminal behaviour from official criminal histories, concentrating on the variety and type of offending convictions. The analysis is carried out on the basis of a multivariate latent Markov model which allows for discrete covariates...

We demonstrate the use of a multidimensional extension of the latent Markov model to analyse data from studies with repeated binary responses in developmental psychology. In particular, we consider an experiment based on a battery of tests which was administered to pre-school children, at three...