2 papers
math.ST2025
A Weighted Likelihood Approach Based on Statistical Data Depths
Claudio Agostinelli, Ayanendranath Basu, Giulia Bertagnolli +1
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equation…
math.ST2014
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Claudio Agostinelli, Andy Leung, Victor J. Yohai +1
Multivariate location and scatter matrix estimation is a cornerstone in multivariate data analysis. We consider this problem when the data may contain independent cellwise and case…