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Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”

Author

Listed:
  • Jakob Raymaekers

    (University of Leuven)

  • Peter J. Rousseeuw

    (University of Leuven)

  • Iwein Vranckx

    (University of Leuven)

Abstract

In this comment on the discussion paper “The power of monitoring: how to make the most of a contaminated multivariate sample” by A. Cerioli, M. Riani, A. Atkinson and A. Corbellini, we describe how the hard rejection property of the MCD method can be mimicked by an S-estimator with appropriate rho-function. We also point the reader to fast and deterministic algorithms for the MCD, S- and MM-estimators that are specifically suited for monitoring experiments. They were made available a few years ago and successfully used for monitoring in our papers. Finally, the question is raised how monitoring can be applied or extended for increasing numbers of cases, variables and tuning parameters.

Suggested Citation

  • Jakob Raymaekers & Peter J. Rousseeuw & Iwein Vranckx, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 589-594, December.
    • Handle: RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-018-0425-3
    DOI: 10.1007/s10260-018-0425-3
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    References listed on IDEAS

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    1. M. Hubert & P. Rousseeuw & K. Vakili, 2014. "Shape bias of robust covariance estimators: an empirical study," Statistical Papers, Springer, vol. 55(1), pages 15-28, February.
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