Challenges of cellwise outliers

IF 2 Q2 ECONOMICS Econometrics and Statistics Pub Date : 2024-02-17 DOI:10.1016/j.ecosta.2024.02.002
Jakob Raymaekers, Peter J. Rousseeuw
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Abstract

It is well-known that real data often contain outliers. The term outlier typically refers to a case, typically denoted by a row of the data matrix. In recent times a different type has come into focus, the cellwise outliers. These are suspicious cells (entries) that can occur anywhere in the data matrix. Even a relatively small proportion of outlying cells can contaminate over half the cases, which is a problem for robust methods. This article discusses the challenges posed by cellwise outliers, and some methods developed so far to deal with them. New results are obtained on cellwise breakdown values for location, covariance and regression. A cellwise robust method is proposed for correspondence analysis, with real data illustrations. The paper concludes by formulating some points for debate.
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单元离群值的挑战
众所周知,真实数据中常常包含离群值。离群值通常是指数据矩阵中的某一行。近来,一种不同类型的离群值--单元离群值开始受到关注。这些可疑的单元格(条目)可能出现在数据矩阵的任何位置。即使是比例相对较小的离群单元,也会污染一半以上的案例,这对稳健方法来说是个问题。本文讨论了单元异常值带来的挑战,以及迄今为止开发的一些处理方法。本文获得了关于位置、协方差和回归的单元击穿值的新结果。本文提出了一种用于对应分析的单元稳健方法,并提供了实际数据说明。论文最后提出了一些讨论要点。
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来源期刊
CiteScore
3.10
自引率
10.50%
发文量
84
期刊介绍: Econometrics and Statistics is the official journal of the networks Computational and Financial Econometrics and Computational and Methodological Statistics. It publishes research papers in all aspects of econometrics and statistics and comprises of the two sections Part A: Econometrics and Part B: Statistics.
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