7 citations · 11 across the 3 of their papers we have counts for
5 papers · 1 filter
A Robust Seemingly Unrelated Regressions For Row-Wise And Cell-Wise Contamination
Giovanni Saraceno, Fatemah Alqallaf, Claudio Agostinelli
The Seemingly Unrelated Regressions (SUR) model is a wide used estimation procedure in econometrics, insurance and finance, where very often, the regression model contains more tha…
Robust Estimation for Multivariate Wrapped Models
Giovanni Saraceno, Claudio Agostinelli, Luca Greco
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence o…
Weighted likelihood mixture modeling and model based clustering
Luca Greco, Claudio Agostinelli
A weighted likelihood approach for robust fitting of a mixture of multivariate Gaussian components is developed in this work. Two approaches have been proposed that are driven by a…
A Weighted Likelihood Approach Based on Statistical Data Depths
Claudio Agostinelli
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is eva…
Weighted likelihood estimation of multivariate location and scatter
Claudio Agostinelli, Luca Greco
A novel approach to obtain weighted likelihood estimates of multivariate location and scatter is discussed. A weighting scheme is proposed that is based on the distribution of the…