Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 25 (1997)
Issue (Month): 3 (August)
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Web page: http://www.elsevier.com/locate/csda
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Rousseeuw, Peter J., 1993. "A resampling design for computing high-breakdown regression," Statistics & Probability Letters, Elsevier, vol. 18(2), pages 125-128, September.
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- Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
- Neykov, N. & Filzmoser, P. & Dimova, R. & Neytchev, P., 2007. "Robust fitting of mixtures using the trimmed likelihood estimator," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 299-308, September.
- Cizek, Pavel, 2008.
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- Fernandez, Arturo J., 2006. "Bounding maximum likelihood estimates based on incomplete ordered data," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2014-2027, April.
- Lorenzo Camponovo & Taisuke Otsu, 2011.
"Robustness of Bootstrap in Instrumental Variable Regression,"
Cowles Foundation Discussion Papers
1796, Cowles Foundation for Research in Economics, Yale University.
- Lorenzo Camponovo & Taisuke Otsu, 2014. "Robustness of bootstrap in instrumental variable regression," STICERD - Econometrics Paper Series /2014/572, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cheng, Tsung-Chi & Biswas, Atanu, 2008. "Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2042-2065, January.
- Cheng, Tsung-Chi, 2011. "Robust diagnostics for the heteroscedastic regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1845-1866, April.
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