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Communications in Statistics - Theory and Methods Volume 18, 1989 - Issue 3
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Original Articles

Optimal collapsing of mixture distributions in robust recursive estimation

Daniel Peña Universidad Politenica de Madrid, Jose Gutierrez Abaseal 2, Madrid, 28006, Spain
&
Irwin Guttman Department of Statistics, University of Toronto, Toronto, Ontario, M5S 1A1, Canada
Pages 817-833 | Received 01 Mar 1988, Published online: 27 Jun 2007

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Read on this site (2)

WilliamM. Bolstad. (1995) The Multiprocess Dynamic Poisson Model. Journal of the American Statistical Association 90:429, pages 227-232.
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Daniel Peña. (1990) Influential Observations in Time Series. Journal of Business & Economic Statistics 8:2, pages 235-241.
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Henri Pesonen & Robert Piche. (2012) Bayesian fault detection method for linear systems with outliers. Bayesian fault detection method for linear systems with outliers.
Olivier Bilenne. (2007) Integrity-directed sequential state estimation: Assessing high reliability requirements via safe confidence intervals. Information Fusion 8:1, pages 40-55.
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R Frühwirth. (1997) Track fitting with non-Gaussian noise. Computer Physics Communications 100:1-2, pages 1-16.
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Irwin Guttman & Dennis K.J. Lin. (1995) Robust recursive estimation for correlated observations. Statistics & Probability Letters 23:1, pages 79-92.
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Dennis K.J. Lin & Irwin Guttman. (1993) Handling spuriosity in the Kalman filter. Statistics & Probability Letters 16:4, pages 259-268.
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T. Cipra & A. Rubio. (1991) Kalman filter with a non-linear non-Gaussian observation relation. Trabajos de Estadistica 6:2, pages 111-119.
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