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Likelihood Based Robust
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Robust Determination of
Likelihood Based Robust Estimation of Means---I
An interesting class of robust estimators are based on the modification of the maximum likelihood equations.
Thus, let
and suppose that
is just a function of
z
. (True for Gaussian case!).
The likelihood equation for
is
or
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu
is just a function of z. (True for
Gaussian case!).
is
