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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

Author

Listed:
  • Claudio Agostinelli

    () (University of Trento)

  • Luca Greco

    () (University of Sannio)

Abstract

Abstract Andrea Cerioli, Marco Riani, Anthony Atkinson, Aldo Corbellini (CRAC hereafter) have presented a powerful methodology aimed at improving robust fitting and related diagnostic tools. Monitoring is a very flexible approach that allows to tune the selected robust technique by looking at a whole movie of the available data. We contribute to the discussion of CRAC’s paper by applying the principle of monitoring to multivariate weighted likelihood estimation. The reliability of the method is illustrated through the analysis of the datasets taken from CRAC’ s paper.

Suggested Citation

  • Claudio Agostinelli & Luca Greco, 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 609-619, December.
  • Handle: RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0416-9
    DOI: 10.1007/s10260-017-0416-9
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    References listed on IDEAS

    as
    1. Agostinelli, Claudio, 2002. "Robust model selection in regression via weighted likelihood methodology," Statistics & Probability Letters, Elsevier, vol. 56(3), pages 289-300, February.
    2. Agostinelli, Claudio & Markatou, Marianthi, 1998. "A one-step robust estimator for regression based on the weighted likelihood reweighting scheme," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 341-350, March.
    3. Ayanendranath Basu & Bruce Lindsay, 1994. "Minimum disparity estimation for continuous models: Efficiency, distributions and robustness," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 683-705, December.
    4. Park, Chanseok & Basu, Ayanendranath & G. Lindsay, Bruce, 2002. "The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators," Computational Statistics & Data Analysis, Elsevier, vol. 39(1), pages 21-33, March.
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