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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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Abstract

Comments on the “monitoring” method and its relationships with other robust estimation methods.

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References

  • Cerioli A, Riani M, Atkinson AC, Corbellini A (2018) The power of monitoring: how to make the most of a contaminated multivariate sample, Stat Methods Appl (in press)

  • Maronna RA, Yohai VJ (2014) High finite-sample efficiency and robustness based on distance-constrained maximum likelihood. Comput Stat Data Anal 83:262–274

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  • Maronna RA, Yohai VJ (2017) Robust and efficient estimation of high dimensional scatter and location. Comput Stat Data Anal 109:64–75

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  • Smucler E, Yohai VJ (2017) Robust and sparse estimators for linear regression models. Comput Stat Data Anal 111:116–130

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Authors and Affiliations

  1. University of La Plata, La Plata, Argentina

    Ricardo A. Maronna

  2. University of Buenos Aires and CONICET, Buenos Aires, Argentina

    Víctor J. Yohai

Authors
  1. Ricardo A. Maronna
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  2. Víctor J. Yohai
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Correspondence to Ricardo A. Maronna.

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Maronna, R.A., Yohai, V.J. 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, 603–604 (2018). https://doi.org/10.1007/s10260-017-0414-y

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  • DOI: https://doi.org/10.1007/s10260-017-0414-y

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