Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
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 i...
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Springer New York LLC
2015
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| Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
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| LEADER | 06134caa a22006257a 4500 | ||
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| 001 | PAPER-24641 | ||
| 003 | AR-BaUEN | ||
| 005 | 20230518205632.0 | ||
| 008 | 190411s2015 xx ||||fo|||| 00| 0 eng|d | ||
| 024 | 7 | |2 scopus |a 2-s2.0-84938988260 | |
| 040 | |a Scopus |b spa |c AR-BaUEN |d AR-BaUEN | ||
| 100 | 1 | |a Agostinelli, C. | |
| 245 | 1 | 0 | |a Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination |
| 260 | |b Springer New York LLC |c 2015 | ||
| 270 | 1 | 0 | |m Zamar, R.H.; Department of Statistics, University of British Columbia, 3182-2207 Main Mall, Canada; email: ruben@stat.ubc.ca |
| 506 | |2 openaire |e Política editorial | ||
| 504 | |a Alqallaf, F., Van Aelst, S., Yohai, V.J., Zamar, R.H., Propagation of outliers in multivariate data (2009) Ann Stat, 37 (1), pp. 311-331 | ||
| 504 | |a Alqallaf, F.A., Konis, K.P., Martin, R.D., Zamar, R.H., Scalable robust covariance and correlation estimates for data mining (2002) Proceedings of the eighth ACM SIGKDD international conference on knowledge discovery and data mining, , KDD ’02, pp 14–23 10.1145/775047.775050 | ||
| 504 | |a Danilov, M., Robust estimation of multivariate scatter under non-affine equivarint scenarios. Dissertation (2010) University of British Columbia | ||
| 504 | |a Danilov, M., Yohai, V.J., Zamar, R.H., Robust estimation of multivariate location and scatter in the presence of missing data (2012) J Am Stat Assoc, 107, pp. 1178-1186 | ||
| 504 | |a Davies, P., Asymptotic behaviour of S-estimators of multivariate location parameters and dispersion matrices (1987) Ann Stat, 15, pp. 1269-1292 | ||
| 504 | |a Donoho, D.L., (1982) Breakdown properties of multivariate location estimators, , Dissertation: Harvard University | ||
| 504 | |a Farcomeni, A., Robust constrained clustering in presence of entry-wise outliers (2014) Technometrics, 56, pp. 102-111 | ||
| 504 | |a Gervini, D., Yohai, V.J., A class of robust and fully efficient regression estimators (2002) Ann Stat, 30 (2), pp. 583-616 | ||
| 504 | |a Huber, P.J., Ronchetti, E.M., (1981) Robust statistics, , Wiley, New Jersey | ||
| 504 | |a Hubert, M., Rousseeuw, P.J., Vakili, K., Shape bias of robust covariance estimators: an empirical study (2014) Stat Pap, 55, pp. 15-28 | ||
| 504 | |a Maronna, R.A., Martin, R.D., Yohai, V.J., (2006) Robust statistic: theory and methods, , Wiley, Chichister | ||
| 504 | |a Rousseeuw, P.J., Multivariate estimation with high breakdown point (1985) Grossmann W, Pflug G, Vincze I, Wertz W, pp. 256-272. , Reidel Publishing Company, Dordrecht | ||
| 504 | |a Rousseeuw, P.J., Van Driessen, K., A fast algorithm for the minimum covariance determinant estimator (1999) Technometrics, 41, pp. 212-223 | ||
| 504 | |a Salibian-Barrera, M., Yohai, V.J., A fast algorithm for S-regression estimates (2006) J Comput Gr Stat, 15 (2), pp. 414-427 | ||
| 504 | |a Smith, R.E., Campbell, N.A., Licheld, A., Multivariate statistical techniques applied to pisolitic laterite geochemistry at Golden Grove, Western Australia (1984) J Geochem Explor, 22, pp. 193-216 | ||
| 504 | |a Stahel, W.A., Breakdown of covariance estimators. Tech. Rep. 31 (1981) Fachgruppe für Statistik, , ETH Zürich, Switzerland | ||
| 504 | |a Stahel, W.A., Maechler, M., Comment on “invariant co-ordinate selection (2009) J R Stat Soc Ser B Stat Methodol, 71, pp. 584-586 | ||
| 504 | |a Tatsuoka, K.S., Tyler, D.E., On the uniqueness of S-functionals and M-functionals under nonelliptical distributions (2000) Ann Stat, 28, pp. 1219-1243 | ||
| 504 | |a Van Aelst, S., Vandervieren, E., Willems, G., A Stahel–Donoho estimator based on huberized outlyingness (2012) Comput Stat Data Anal, 56, pp. 531-542 | ||
| 504 | |a Yohai, V.J., High breakdown point and high efficiency robust estimates for regression. Tech. Rep. 66, Department of Statistics, University of Washington (1985) Available:, , http://www.stat.washington.edu/research/reports/1985/tr066.pdf | ||
| 520 | 3 | |a 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. |l eng | |
| 593 | |a Dipartimento di Scienze Ambientali, Informatica e Statistica, Università Ca’ Foscari di Venezia, San Giobbe, Cannaregio 873, Venezia, 30121, Italy | ||
| 593 | |a Department of Statistics, University of British Columbia, 3182-2207 Main Mall, Vancouver, BC V6T 1Z4, Canada | ||
| 593 | |a Departamento de Matemática, Universidad de Buenos Aires, Ciudad Universitaria, Pabellón 1, Buenos Aires, 1426, Argentina | ||
| 690 | 1 | 0 | |a CELLWISE CONTAMINATION |
| 690 | 1 | 0 | |a MULTIVARIATE DATA ANALYSIS |
| 690 | 1 | 0 | |a MULTIVARIATE LOCATION AND SCATTER |
| 690 | 1 | 0 | |a ROBUST ESTIMATION |
| 700 | 1 | |a Leung, A. | |
| 700 | 1 | |a Yohai, V.J. | |
| 700 | 1 | |a Zamar, R.H. | |
| 773 | 0 | |d Springer New York LLC, 2015 |g v. 24 |h pp. 441-461 |k n. 3 |p Test |x 11330686 |t Test | |
| 856 | 4 | 1 | |u https://www.scopus.com/inward/record.uri?eid=2-s2.0-84938988260&doi=10.1007%2fs11749-015-0450-6&partnerID=40&md5=7a01450d2892c6f8775a22b5dc45f27a |y Registro en Scopus |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11749-015-0450-6 |y DOI |
| 856 | 4 | 0 | |u https://hdl.handle.net/20.500.12110/paper_11330686_v24_n3_p441_Agostinelli |y Handle |
| 856 | 4 | 0 | |u https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v24_n3_p441_Agostinelli |y Registro en la Biblioteca Digital |
| 961 | |a paper_11330686_v24_n3_p441_Agostinelli |b paper |c PE | ||
| 962 | |a info:eu-repo/semantics/article |a info:ar-repo/semantics/artículo |b info:eu-repo/semantics/publishedVersion | ||
| 999 | |c 85594 | ||