TY - JOUR
T1 - Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
AU - Raymaekers, Jakob
AU - Rousseeuw, Peter J.
AU - Vranckx, Iwein
PY - 2018/12/1
Y1 - 2018/12/1
N2 - 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.
AB - 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.
U2 - 10.1007/s10260-018-0425-3
DO - 10.1007/s10260-018-0425-3
M3 - Comment/Letter to the editor
SN - 1618-2510
VL - 27
SP - 589
EP - 594
JO - Statistical Methods and Applications
JF - Statistical Methods and Applications
IS - 4
ER -