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Abstract:

We investigate the performance of robust estimates of multivariate location under nonstandard data contamination models such as componentwise outliers (i.e., contamination in each variable is independent from the other variables). This model brings up a possible new source of statistical error that we call "propagation of outliers." This source of error is unusual in the sense that it is generated by the data processing itself and takes place after the data has been collected. We define and derive the influence function of robust multivariate location estimates under flexible contamination models and use it to investigate the effect of propagation of outliers. Furthermore, we show that standard high-breakdown affine equivariant estimators propagate outliers and therefore show poor breakdown behavior under componentwise contamination when the dimension d is high. © Institute of Mathematical Statistics, 2009.

Registro:

Documento: Artículo
Título:Propagation of outliers in multivariate data
Autor:Alqallaf, F.; Van Aelst, S.; Yohai, V.J.; Zamar, R.H.
Filiación:Kuwait University, Kuwait
Ghent University, Belgium
University of Buenos Aires, Argentina
University of British Columbia, Canada
Department of Statistics and Operations Research, Faculty of Science, Kuwait University, P.O. Box 5969, Safat-13060, Kuwait
Department of Mathematics, University of Buenos Aires, Ciudad Universitaria, Pabellón 1, 1426 Buenos Aires, Argentina
Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281 S9, B-9000 Gent, Belgium
Department of Statistics, University of British Columbia, 6356 Agricultural Road, Vancouver, BC V6T 1Z2, Canada
Palabras clave:Breakdown point; Contamination model; Independent contamination; Influence function; Robustness
Año:2009
Volumen:37
Número:1
Página de inicio:311
Página de fin:331
DOI: http://dx.doi.org/10.1214/07-AOS588
Título revista:Annals of Statistics
Título revista abreviado:Ann. Stat.
ISSN:00905364
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00905364_v37_n1_p311_Alqallaf

Referencias:

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Citas:

---------- APA ----------
Alqallaf, F., Van Aelst, S., Yohai, V.J. & Zamar, R.H. (2009) . Propagation of outliers in multivariate data. Annals of Statistics, 37(1), 311-331.
http://dx.doi.org/10.1214/07-AOS588
---------- CHICAGO ----------
Alqallaf, F., Van Aelst, S., Yohai, V.J., Zamar, R.H. "Propagation of outliers in multivariate data" . Annals of Statistics 37, no. 1 (2009) : 311-331.
http://dx.doi.org/10.1214/07-AOS588
---------- MLA ----------
Alqallaf, F., Van Aelst, S., Yohai, V.J., Zamar, R.H. "Propagation of outliers in multivariate data" . Annals of Statistics, vol. 37, no. 1, 2009, pp. 311-331.
http://dx.doi.org/10.1214/07-AOS588
---------- VANCOUVER ----------
Alqallaf, F., Van Aelst, S., Yohai, V.J., Zamar, R.H. Propagation of outliers in multivariate data. Ann. Stat. 2009;37(1):311-331.
http://dx.doi.org/10.1214/07-AOS588