Multivariate location and scatter matrix estimation is a cornerstone in multivariate data analysis. We consider this problem when the data may contain independent cellwise and casewise outliers. Flat data sets with a large number of variables and a relatively small number of cases are common place in modern statistical applications. In these cases, global down-weighting of an entire case, as performed by traditional robust procedures, may lead to poor results. We highlight the need for a new generation of robust estimators that can efficiently deal with cellwise outliers and at the same time show good performance under casewise outliers.
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination / Agostinelli, Claudio; Victor J., Yohai; Andy, Leung; Ruben H., Zamar. - In: TEST. - ISSN 1133-0686. - 24:3(2015), pp. 441-461.
Titolo: | Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination |
Autori: | Agostinelli, Claudio; Victor J., Yohai; Andy, Leung; Ruben H., Zamar |
Autori Unitn: | |
Titolo del periodico: | TEST |
Anno di pubblicazione: | 2015 |
Numero e parte del fascicolo: | 3 |
Codice identificativo Scopus: | 2-s2.0-84938988260 |
Codice identificativo ISI: | WOS:000359388200001 |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1007/s11749-015-0450-6 |
Handle: | http://hdl.handle.net/11572/127834 |
Citazione: | Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination / Agostinelli, Claudio; Victor J., Yohai; Andy, Leung; Ruben H., Zamar. - In: TEST. - ISSN 1133-0686. - 24:3(2015), pp. 441-461. |
Appare nelle tipologie: | 03.1 Articolo su rivista (Journal article) |
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