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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Guardado en:
Detalles Bibliográficos
Publicado: 2015
Materias:
Cellwise contamination
Multivariate data analysis
Multivariate location and scatter
Robust estimation
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v24_n3_p441_Agostinelli
http://hdl.handle.net/20.500.12110/paper_11330686_v24_n3_p441_Agostinelli
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_11330686_v24_n3_p441_Agostinelli
record_format dspace
spelling paper:paper_11330686_v24_n3_p441_Agostinelli2023-06-08T16:09:10Z Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination 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. 2015 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v24_n3_p441_Agostinelli 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
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.
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
publishDate 2015
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v24_n3_p441_Agostinelli
http://hdl.handle.net/20.500.12110/paper_11330686_v24_n3_p441_Agostinelli
_version_ 1768542705087938560

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