Fakultät für Informatik und Mathematik
MIP-0707

MIP-0707

Paper Description

BibTeX entry

@incollection{MIP-0707,
author="M. T. Gallegos, G. Ritter",
title="A trimmed version of the EM-algorithm for contaminated mixtures",
institution="Fakult{\"a}t f{\"u}r Informatik und Mathematik, Universit{\"a}t Passau",
year=2007,
number={MIP-0707}
}

Abstract

We establish a mixture model with spurious outliers and derive its maximum--integrated--likelihood estimator. It may be computed by a trimmed version of the EM--algorithm which we call the EMT--algorithm. We analyze its properties and compute the universal breakdown values of the estimator for normal mixtures. Estimation of the covariance matrix turns out to be robust.

Paper itself

MIP-0707.pdf