171,399 research outputs found
Robust multivariate estimation based on statistical depth filters
No full textIn the classical contamination models, such as the gross-error (Huber and Tukey contamination model or case-wise contamination), observations are considered as the units to be identified as outliers or not. This model is very useful when the number of considered variables is moderately small. Alqallaf et al. (Ann Stat 37(1):311–331, 2009) show the limits of this approach for a larger number of variables and introduced the independent contamination model (cell-wise contamination) where now the cells are the units to be identified as outliers or not. One approach to deal, at the same time, with both type of contamination is filter out the contaminated cells from the data set and then apply a robust procedure able to handle case-wise outliers and missing values. Here, we develop a general framework to build filters in any dimension based on statistical data depth functions. We show that previous approaches, e.g., Agostinelli et al. (TEST 24(3):441–461, 2015b) and Leung et al. (Comput Stat Data Anal 111:59–76, 2017), are special cases. We illustrate our method by using the half-space depth
A fully parametric approach to minimum power-divergenceestimation
No full textC. Agostinelli, A. Cerioli, D. Perrotta, M. Rian
ARFIMA processes and outliers: a weighted likelihood approach
No full textIn this paper, we consider the problem of robust estimation of the fractional parameter, d, in long memory autoregressive fractionally integrated moving average processes, when two types of outliers, i.e. additive and innovation, are taken into account without knowing their number, position or intensity. The proposed method is a weighted likelihood estimation (WLE) approach for which needed definitions and algorithm are given. By an extensive Monte Carlo simulation study, we compare the performance of the WLE method with the performance of both the approximated maximum likelihood estimation (MLE) and the robust M-estimator proposed by Beran (Statistics for Long-Memory Processes, Chapman & Hall, London, 1994). We find that robustness against the two types of considered outliers can be achieved without loss of efficiency. Moreover, as a byproduct of the procedure, we can classify the suspicious observations in different kinds of outliers. Finally, we apply the proposed methodology to the Nile River annual minima time series.ARFIMA processes, outliers, robust estimation, weighted likelihood,
Robust estimators of the generalized loggamma distribution
No full textWe propose robust estimators of the generalized log-gamma distribution and, more generally, of location-shape-scale families of distributions. A (weighted) Qτ estimator minimizes a τ scale of the differences between empirical and theoretical quantiles. It is n1/2 consistent; unfortunately, it is not asymptotically normal and, therefore, inconvenient for inference. However, it is a convenient starting point for a one-step weighted likelihood estimator, where the weights are based on a disparity measure between the model density and a kernel density estimate. The one-step weighted likelihood estimator is asymptotically normal and fully efficient under the model. It is also highly robust under outlier contamination. Supplementary materials are available online.Fil: Agostinelli, Claudio. Universita' Ca' Foscari Di Venezia; ItaliaFil: Marazzi, Alfio Natale. Universite de Lausanne; SuizaFil: Yohai, Victor Jaime. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentin
Non linear models for fitting dose-effect curves for quality indicators: the case of Chemical Index calibration curves
No full textBook of Abstract della 10th International Workshop on Statistical Modelling, Innsbruck
Follicular lymphoma: still six characters in search of an author?
No full textFollicular lymphoma (FL) is regarded as a distinct entity in the literature as well as in the 2008 edition of the WHO classification of tumours of haematopoietic and lymphoid tissues.Nevertheless, there are still several issues that are matters of controversy such as the grading system or the exact biological location of grade 3B FL. This makes FL somewhat like the Six characters in search of an author of Pirandello's comedy. Here, we revise the morphology and pathobiology of FL by highlighting both the areas remaining critical and future perspectives. This review was inspired by the reappraisal of Professor Lennert's personal archive that represents a unique legacy for the entire scientific community
Mario Di Iorio
No full textIl volume costituisce monografia del pittore goriziano Mario Di Iorio (1958-1999
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