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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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_11330686_v24_n3_p441_Agostinelli |
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todo:paper_11330686_v24_n3_p441_Agostinelli2023-10-03T16:07:56Z Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination Agostinelli, C. Leung, A. Yohai, V.J. Zamar, R.H. Cellwise contamination Multivariate data analysis Multivariate location and scatter Robust estimation 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_11330686_v24_n3_p441_Agostinelli |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Cellwise contamination Multivariate data analysis Multivariate location and scatter Robust estimation |
| spellingShingle |
Cellwise contamination Multivariate data analysis Multivariate location and scatter Robust estimation 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 |
| topic_facet |
Cellwise contamination Multivariate data analysis Multivariate location and scatter Robust estimation |
| description |
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. |
| format |
JOUR |
| author |
Agostinelli, C. Leung, A. Yohai, V.J. Zamar, R.H. |
| author_facet |
Agostinelli, C. Leung, A. Yohai, V.J. Zamar, R.H. |
| author_sort |
Agostinelli, C. |
| title |
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination |
| title_short |
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination |
| title_full |
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination |
| title_fullStr |
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination |
| title_full_unstemmed |
Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination |
| title_sort |
robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination |
| url |
http://hdl.handle.net/20.500.12110/paper_11330686_v24_n3_p441_Agostinelli |
| work_keys_str_mv |
AT agostinellic robustestimationofmultivariatelocationandscatterinthepresenceofcellwiseandcasewisecontamination AT leunga robustestimationofmultivariatelocationandscatterinthepresenceofcellwiseandcasewisecontamination AT yohaivj robustestimationofmultivariatelocationandscatterinthepresenceofcellwiseandcasewisecontamination AT zamarrh robustestimationofmultivariatelocationandscatterinthepresenceofcellwiseandcasewisecontamination |
| _version_ |
1807321050798620672 |