Discussion of 'The power of monitoring: how to make the most of a contaminated multivariate sample'

Autor:	Jakob Raymaekers, Iwein Vranckx, Peter J. Rousseeuw
Jazyk:	angličtina
Rok vydání:	2018
Předmět:	Statistics and Probability Multivariate statistics Computer science Property (programming) Deterministic algorithm Sample (statistics) 02 engineering and technology 01 natural sciences Power (physics) 010104 statistics & probability S-estimator 0202 electrical engineering electronic engineering information engineering 020201 artificial intelligence & image processing Point (geometry) 0101 mathematics Statistics Probability and Uncertainty Algorithm
Zdroj:	Statistical Methods and Applications, 27(4), 589-594. Springer
ISSN:	1618-2510
DOI:	10.1007/s10260-018-0425-3
Popis:	In this comment on the discussion paper “The power of monitoring: how to make the most of a contaminated multivariate sample” by A. Cerioli, M. Riani, A. Atkinson and A. Corbellini, we describe how the hard rejection property of the MCD method can be mimicked by an S-estimator with appropriate rho-function. We also point the reader to fast and deterministic algorithms for the MCD, S- and MM-estimators that are specifically suited for monitoring experiments. They were made available a few years ago and successfully used for monitoring in our papers. Finally, the question is raised how monitoring can be applied or extended for increasing numbers of cases, variables and tuning parameters.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81c67bbf627855d3b3a03ad893fe9eab https://doi.org/10.1007/s10260-018-0425-3 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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