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

Valentin Todorov ()
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Valentin Todorov: United Nations Industrial Development Organization (UNIDO)

Statistical Methods & Applications, 2018, vol. 27, issue 4, No 9, 639 pages

Abstract: Abstract The paper of Andrea Cerioli, Marco Riani, Anthony Atkinson and Aldo Corbellini is a fine review of the practical value of the forward search and the other related robust estimation methods based around monitoring of quantities of interest over a range of consecutive values of the tuning parameters. From a practical standpoint in data analysis the availability of such tools is essential, and the research reported in this paper has brought them to an wide audience. As a potential user of such tools I am particulary interested in their software implementation on one hand and their applicability to an wide range of data analysis problems. More precisely, I would like to address the following two points: (1) the software availability and computational issues related to monitoring and (2) monitoring in one special case, the case of compositional data.

Keywords: Robust; Monitoring; Compositional data; R (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10260-018-0424-4

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