Robust tools for the imperfect world

被引：38
|
作者：
Filzmoser, Peter [1 ]
Todorov, Valentin [2 ]
机构：
[1] Vienna Univ Technol, Dept Stat & Probabil Theory, A-1040 Vienna, Austria
[2] Vienna Int Ctr, UN Ind Dev Org UNIDO, A-1400 Vienna, Austria
来源：
INFORMATION SCIENCES | 2013年 / 245卷
关键词：
Robustness; MCD; Outlier; High breakdown; PCA; Statistical design pattern; COVARIANCE DETERMINANT ESTIMATOR; PRINCIPAL COMPONENT ANALYSIS; PROJECTION-PURSUIT APPROACH; MULTIVARIATE LOCATION; DISPERSION MATRICES; OUTLIER DETECTION; FAST ALGORITHM; S-ESTIMATORS; EFFICIENCY; BEHAVIOR;
D O I：
10.1016/j.ins.2012.10.017
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Data outliers or other data inhomogeneities lead to a violation of the assumptions of traditional statistical estimators and methods. Robust statistics offers tools that can reliably work with contaminated data. Here, outlier detection methods in low and high dimension, as well as important robust estimators and methods for multivariate data are reviewed, and the most important references to the corresponding literature are provided. Algorithms are discussed, and routines in R are provided, allowing for a straightforward application of the robust methods to real data. (C) 2012 Elsevier Inc. All rights reserved.
引用
收藏
页码：4 / 20
页数：17
相关论文
共 50 条
  • [21] Robust generalized canonical correlation analysis based on scatter matrices
    Kudraszow, Nadia L.
    Vahnovan, Alejandra V.
    Ferrario, Julieta
    Fasano, M. Victoria
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2025, 206
  • [22] Robust principal component analysis via ES-algorithm
    Lim, Yaeji
    Park, Yeonjoo
    Oh, Hee-Seok
    JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2014, 43 (01) : 149 - 159
  • [23] Robust THP Design for Energy Efficiency of Multibeam Satellite Systems with Imperfect CSI
    Guo, Xinyang
    Yang, Dewei
    Luo, Zhengwei
    Wang, Hua
    Kuang, Jingming
    IEEE COMMUNICATIONS LETTERS, 2020, 24 (02) : 428 - 432
  • [24] Robust tools for prediction of variability and optimization in structural dynamics
    Guedri, M.
    Ghanmi, S.
    Majed, R.
    Bouhaddi, N.
    MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2009, 23 (04) : 1123 - 1133
  • [25] Robust Self-Tuning Semiparametric PCA for Contaminated Elliptical Distribution
    Hung, Hung
    Huang, Su-Yun
    Eguchi, Shinto
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2022, 70 : 5885 - 5897
  • [26] Robust selective maintenance strategy under imperfect observations: A multi-objective perspective
    Jiang, Tao
    Liu, Yu
    IISE TRANSACTIONS, 2020, 52 (07) : 751 - 768
  • [27] Robust factored principal component analysis for matrix-valued outlier accommodation and detection
    Ma, Xuan
    Zhao, Jianhua
    Wang, Yue
    Shang, Changchun
    Jiang, Fen
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2023, 179
  • [28] Robust super twisting sliding mode control for machine tools
    Chiew, T. H.
    Jamaludin, Z.
    Hashim, A. Y. Bani
    Abdullah, L.
    Rafan, N. A.
    INNOVATIVE RESEARCH AND INDUSTRIAL DIALOGUE 2016 (IRID'16), 2017, : 33 - 34
  • [29] Robust regression in Stata
    Verardi, Vincenzo
    Croux, Christophe
    STATA JOURNAL, 2009, 9 (03) : 439 - 453
  • [30] A Framework of Robust Transmission Design for IRS-Aided MISO Communications With Imperfect Cascaded Channels
    Zhou, Gui
    Pan, Cunhua
    Ren, Hong
    Wang, Kezhi
    Nallanathan, Arumugam
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2020, 68 (68) : 5092 - 5106
12345