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Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data

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  • Cheng, Tsung-Chi
  • Biswas, Atanu

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  • 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.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:4:p:2042-2065
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    References listed on IDEAS

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    1. Barhen, A. & Daudin, J. J., 1995. "Generalization of the Mahalanobis Distance in the Mixed Case," Journal of Multivariate Analysis, Elsevier, vol. 53(2), pages 332-342, May.
    2. Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001. "Econometric applications of high-breakdown robust regression techniques," Economics Letters, Elsevier, vol. 71(1), pages 1-8, April.
    3. Hawkins, Douglas M., 1994. "The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data," Computational Statistics & Data Analysis, Elsevier, vol. 17(2), pages 197-210, February.
    4. Hadi, Ali S. & Luceno, Alberto, 1997. "Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 25(3), pages 251-272, August.
    5. Cheng, Tsung-Chi, 2005. "Robust regression diagnostics with data transformations," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 875-891, June.
    6. Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
    7. Edward J. Bedrick & Jodi Lapidus & Joseph F. Powell, 2000. "Estimating the Mahalanobis Distance from Mixed Continuous and Discrete Data," Biometrics, The International Biometric Society, vol. 56(2), pages 394-401, June.
    8. de Leon, A. R. & Carrière, K. C., 2005. "A generalized Mahalanobis distance for mixed data," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 174-185, January.
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    Cited by:

    1. Cheng, Tsung-Chi, 2011. "Robust diagnostics for the heteroscedastic regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1845-1866, April.
    2. Meghna Bose & Jean‐François Angers & Atanu Biswas, 2023. "Prior effective sample size in phase II clinical trials with mixed binary and continuous responses," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(2), pages 233-248, May.

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