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

DOI10.1007/S10260-017-0414-YzbMath1428.62231OpenAlexW2777226545MaRDI QIDQ2324277

Víctor J. Yohai, Ricardo Antonio Maronna

Publication date: 11 September 2019

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-017-0414-y

zbMATH Keywords

forward searchoutlier detectionMM estimationDCML estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Diagnostics, and linear inference and regression (62J20)

Cites Work

• High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
• Robust and sparse estimators for linear regression models
• Robust and efficient estimation of multivariate scatter and location
• The power of monitoring: how to make the most of a contaminated multivariate sample

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