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.
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Agostinelli, C., Greco, L. 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. Stat Methods Appl 27, 609–619 (2018). https://doi.org/10.1007/s10260-017-0416-9
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DOI: https://doi.org/10.1007/s10260-017-0416-9