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 maximumintegratedlikelihood estimator. It may be computed by a trimmed version of the EMalgorithm which we call the EMTalgorithm. 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