Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Author(s)Welsch, Roy E.
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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.
DepartmentMassachusetts Institute of Technology. Engineering Systems Division; Sloan School of Management
Springer Berlin Heidelberg
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.
Author's final manuscript