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3 papers
A Componentwise Estimation Procedure for Multivariate Location and Scatter: Robustness, Efficiency and Scalability
Soumya Chakraborty, Ayanendranath Basu, Abhik Ghosh
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matr…
Existence and Consistency of the Maximum Pseudo \b{eta}-Likelihood Estimators for Multivariate Normal Mixture Models
Soumya Chakraborty, Ayanendranath Basu, Abhik Ghosh
Robust estimation under multivariate normal (MVN) mixture model is always a computational challenge. A recently proposed maximum pseudo \b{eta}-likelihood estimator aims to estimat…
Robust Clustering with Normal Mixture Models: A Pseudo -Likelihood Approach
Soumya Chakraborty, Ayanendranath Basu, Abhik Ghosh
As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from…