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Abstract:

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. © 2015, Sociedad de Estadística e Investigación Operativa.

Registro:

Documento: Artículo
Título:Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Autor:Agostinelli, C.; Leung, A.; Yohai, V.J.; Zamar, R.H.
Filiación:Dipartimento di Scienze Ambientali, Informatica e Statistica, Università Ca’ Foscari di Venezia, San Giobbe, Cannaregio 873, Venezia, 30121, Italy
Department of Statistics, University of British Columbia, 3182-2207 Main Mall, Vancouver, BC V6T 1Z4, Canada
Departamento de Matemática, Universidad de Buenos Aires, Ciudad Universitaria, Pabellón 1, Buenos Aires, 1426, Argentina
Palabras clave:Cellwise contamination; Multivariate data analysis; Multivariate location and scatter; Robust estimation
Año:2015
Volumen:24
Número:3
Página de inicio:441
Página de fin:461
DOI: http://dx.doi.org/10.1007/s11749-015-0450-6
Título revista:Test
Título revista abreviado:Test
ISSN:11330686
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v24_n3_p441_Agostinelli

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Citas:

---------- APA ----------
Agostinelli, C., Leung, A., Yohai, V.J. & Zamar, R.H. (2015) . Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination. Test, 24(3), 441-461.
http://dx.doi.org/10.1007/s11749-015-0450-6
---------- CHICAGO ----------
Agostinelli, C., Leung, A., Yohai, V.J., Zamar, R.H. "Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination" . Test 24, no. 3 (2015) : 441-461.
http://dx.doi.org/10.1007/s11749-015-0450-6
---------- MLA ----------
Agostinelli, C., Leung, A., Yohai, V.J., Zamar, R.H. "Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination" . Test, vol. 24, no. 3, 2015, pp. 441-461.
http://dx.doi.org/10.1007/s11749-015-0450-6
---------- VANCOUVER ----------
Agostinelli, C., Leung, A., Yohai, V.J., Zamar, R.H. Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination. Test. 2015;24(3):441-461.
http://dx.doi.org/10.1007/s11749-015-0450-6