A Stahel-Donoho estimator based on huberized outlyingness.

Stefan Van Aelst Ellen Vandervieren Gert Willems

Published in: Comput. Stat. Data Anal. (2012)

Keyphrases

least squares
maximum likelihood
maximum a posteriori
estimation algorithm
translation invariant
error estimation
importance sampling
conditional expectation
variance estimator
real time
data sets
markov chain
confidence intervals
variance reduction
elastic net