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Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini

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  • Christophe Croux

    (EDHEC Business School)

Abstract

In this short note comments are given on the discussion paper of Cerioli, A., Riani, M., Atkinson, A. C., and Corbellini, A., entitled “The power of monitoring: How to make the most of a contaminated multivariate sample.”

Suggested Citation

  • Christophe Croux, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 621-623, December.
    • Handle: RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0418-7
    DOI: 10.1007/s10260-017-0418-7
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    References listed on IDEAS

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    1. Christophe Croux & Catherine Dehon & Abdelilah Yadine, 2011. "On the Optimality of Multivariate S‐Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(2), pages 332-341, June.
    2. Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
    3. Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2018. "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 559-587, December.
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