Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
修剪与似然：椭圆模型中的稳健位置及离散程度估计
Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here we analyze some one (or k)-step Maximum Likelihood Estimators computed on a subsample obtained with such a procedure. We introduce different models which arise naturally from the ways in which the discarded data can be treated, leading to…