Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Name
11749_2015_452_ReferencePDF.pdf
Size
242.8 KB
Format
Adobe PDF
Checksum (MD5)
f0c718da8ade7487cf46f3b403ebdad7
Author(s)
Welsch, Roy E.
Date Issued
June 2015
Journal
TEST
Publisher
Springer Berlin Heidelberg
Citation
Welsch, Roy E. "Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination." TEST (September 2015) 24:3, pp. 482-483.
Version
Author's final manuscript
Abstract
The authors are to be commended for bringing the critical problem of cellwise outliers to the attention of a broader community and providing some important new estimation methods and related theory. High dimensional data analysis has become a critical area for research in statistical theory and practice and, in such situations, removing (or severely downweighting) an entire observation for a single cellwise outlier can eliminate most of the data.
MIT Department
Massachusetts Institute of Technology. Engineering Systems Division
Sloan School of Management
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1007/s11749-015-0452-4
