Robust multivariate tolerance regions: Influence function and Monte Carlo study

In this article we define a class of multivariate tolerance regions that turn out to be more resistant than the classical ones to outliers. The tolerance factors are numerically evaluated under the central model, and the sensitivity to deviations from the normal distribution for moderate samples is...

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Detalles Bibliográficos
Autores principales: Boente, G., Farall, A.
Formato: JOUR
Materias:
Coverage probability
Donoho-Stahel estimator
Multivariate normal distribution
Robustness
Tolerance region
Monte Carlo methods
Normal distribution
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_00401706_v50_n4_p487_Boente
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id todo:paper_00401706_v50_n4_p487_Boente
record_format dspace
spelling todo:paper_00401706_v50_n4_p487_Boente2023-10-03T14:50:05Z Robust multivariate tolerance regions: Influence function and Monte Carlo study Boente, G. Farall, A. Coverage probability Donoho-Stahel estimator Multivariate normal distribution Robustness Tolerance region Coverage probability Donoho-Stahel estimator Multivariate normal distribution Robustness Tolerance region Monte Carlo methods Normal distribution In this article we define a class of multivariate tolerance regions that turn out to be more resistant than the classical ones to outliers. The tolerance factors are numerically evaluated under the central model, and the sensitivity to deviations from the normal distribution for moderate samples is studied through a Monte Carlo study. Moreover, the influence function of the coverage probability allows us to compare the sensitivity of different proposals to anomalous data. Finally, real data examples are discussed. © 2008 American Statistical Association and the American Society for Quality. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_00401706_v50_n4_p487_Boente
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Coverage probability
Donoho-Stahel estimator
Multivariate normal distribution
Robustness
Tolerance region
Coverage probability
Donoho-Stahel estimator
Multivariate normal distribution
Robustness
Tolerance region
Monte Carlo methods
Normal distribution
spellingShingle Coverage probability
Donoho-Stahel estimator
Multivariate normal distribution
Robustness
Tolerance region
Coverage probability
Donoho-Stahel estimator
Multivariate normal distribution
Robustness
Tolerance region
Monte Carlo methods
Normal distribution
Boente, G.
Farall, A.
Robust multivariate tolerance regions: Influence function and Monte Carlo study
topic_facet Coverage probability
Donoho-Stahel estimator
Multivariate normal distribution
Robustness
Tolerance region
Coverage probability
Donoho-Stahel estimator
Multivariate normal distribution
Robustness
Tolerance region
Monte Carlo methods
Normal distribution
description In this article we define a class of multivariate tolerance regions that turn out to be more resistant than the classical ones to outliers. The tolerance factors are numerically evaluated under the central model, and the sensitivity to deviations from the normal distribution for moderate samples is studied through a Monte Carlo study. Moreover, the influence function of the coverage probability allows us to compare the sensitivity of different proposals to anomalous data. Finally, real data examples are discussed. © 2008 American Statistical Association and the American Society for Quality.
format JOUR
author Boente, G.
Farall, A.
author_facet Boente, G.
Farall, A.
author_sort Boente, G.
title Robust multivariate tolerance regions: Influence function and Monte Carlo study
title_short Robust multivariate tolerance regions: Influence function and Monte Carlo study
title_full Robust multivariate tolerance regions: Influence function and Monte Carlo study
title_fullStr Robust multivariate tolerance regions: Influence function and Monte Carlo study
title_full_unstemmed Robust multivariate tolerance regions: Influence function and Monte Carlo study
title_sort robust multivariate tolerance regions: influence function and monte carlo study
url http://hdl.handle.net/20.500.12110/paper_00401706_v50_n4_p487_Boente
work_keys_str_mv AT boenteg robustmultivariatetoleranceregionsinfluencefunctionandmontecarlostudy
AT faralla robustmultivariatetoleranceregionsinfluencefunctionandmontecarlostudy
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