کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
416610 681388 2007 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Robust fitting of mixtures using the trimmed likelihood estimator
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Robust fitting of mixtures using the trimmed likelihood estimator
چکیده انگلیسی

The maximum likelihood estimator (MLE) has commonly been used to estimate the unknown parameters in a finite mixture of distributions. However, the MLE can be very sensitive to outliers in the data. In order to overcome this the trimmed likelihood estimator (TLE) is proposed to estimate mixtures in a robust way. The superiority of this approach in comparison with the MLE is illustrated by examples and simulation studies. Moreover, as a prominent measure of robustness, the breakdown point (BDP) of the TLE for the mixture component parameters is characterized. The relationship of the TLE with various other approaches that have incorporated robustness in fitting mixtures and clustering are also discussed in this context.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 1, 15 September 2007, Pages 299–308
نویسندگان
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