2 papers
math.ST2014
Composite Robust Estimators for Linear Mixed Models
Claudio Agostinelli, Victor J. Yohai
The Classical Tukey-Huber Contamination Model (CCM) is a usual framework to describe the mechanism of outliers generation in robust statistics. In a data set with observations…
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…