Exploring multivariate data with the forward search.
This book deals with procedures to analyze sets of multivariate observations of continuous variables. This is done by a mixture of model fitting and information plots. A basic idea is that of forward search: starting from a small subset of the data, further observations are added and their effects studied. The procedures consist of three main steps: (1) The search starts with a small, robustly chosen subset of data that excludes outliers. It is used to provide initial parameter estimates. (2) The forward search proceeds, for which a particular way of operating is selected. (3) Monitoring of the statistics is performed during the search. Monitoring is through the analysis of the behavior of the minimum Mahalanobis distance from data not in the subset, as the data are fitted to increasing large subsets, and also through parameter estimates and test statistics. The procedures are described in general, and then applied to a collection of data sets. The main such sets are 17 in number, ranging from 17 to 341 observations, and from 2 to 28 variables. There are also further sets of data, making a total of 26 sets. They cover a wide range of interesting applications. The data are shown through tables and figures, the latter numbering 390, which means that illustrations are abundant. Reference to multivariate normal distributions is frequent. However, the procedures are given as alternatives to the standard techniques derived from the normal distribution. The book has two parts. In the first part, chapters 1 to 4, the basic ideas are presented and illustrated in detail. References to computer programs are provided. Chapter 2 surveys the standard statistical theory. Chapter 4 deals with the important topic of transformations. The second part corresponds to chapters 5 to 8, and covers principal components, discriminant analysis, cluster analysis and spatial linear models. These chapters are organized as follows: starting sections present the techniques known in the literature. Then data sets are processed and the results analyzed and presented to the reader. Almost all chapters have final sections of references, exercises and their solutions. The book is intended to be a companion to \textit{A. Atkinson} and \textit{M. Riani} (the first two authors), Robust regression analysis. (2000; Zbl 0964.62063). This is an attractive and useful book. It has a wealth of suggestions. Heavy use of computers is done. The results of the analysis are usually presented in graphical form, and as said, the book has 390 graphs.
- Testing normality in the presence of outliers
- The importance of the scales in heterogeneous robust clustering
- Exploratory tools for clustering multivariate data
- Robust diagnostic regression analysis
- Density estimation of a unimodal continuous distribution in the presence of outliers
- Robust distances for outlier-free goodness-of-fit testing
- The forward search and data visualization
- Transformation mixture modeling for skewed data groups with heavy tails and scatter
- Robust clustering around regression lines with high density regions
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- The Box-Cox transformation: review and extensions
- On finite mixture modeling of change-point processes
- Testing for principal component directions under weak identifiability
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Influence diagnostics in elliptical spatial linear models
- Integrated bank risk modeling: a bottom-up statistical framework
- Studying crime trends in the USA over the years 2000--2012
- The forward search interactive outlier detection in cointegrated VAR analysis
- A sequential distance-based approach for imputing missing data: forward imputation
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- Identification of local multivariate outliers
- Robust confirmatory factor analysis based on the forward search algorithm
- A review of robust clustering methods
- Inference for robust canonical variate analysis
- Robust estimation of efficient mean-variance frontiers
- The forward search: theory and data analysis
- Robust analysis of bibliometric data
- Influence functions of the Spearman and Kendall correlation measures
- Outliers detection in multivariate spatial linear models
- A necessary Bayesian nonparametric test for assessing multivariate normality
- Finding an unknown number of multivariate outliers
- Determining the number of clusters using multivariate ranks
- Influence analysis on discriminant coordinates
- Robust principal component analysis based on pairwise correlation estimators
- Robust classification with categorical variables
- AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS
- Some small-sample properties of some recently proposed multivariate outlier detection techniques
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics
- Robust Transformations in Univariate and Multivariate Time Series
- Forward search outlier detection in data envelopment analysis
- Wild adaptive trimming for robust estimation and cluster analysis
- New robust dynamic plots for regression mixture detection
- Hubert, Rousseeuw and Segaert: ``Multivariate functional outlier detection
- Cluster detection and clustering with random start forward searches
- Data driven robust estimation methods for fixed effects panel data models
- Robust simultaneous confidence interval estimation of principal component loadings
- A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression
- Influence diagnostics in a vector autoregressive model
- Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Discussion: The forward search: theory and data analysis
- Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions
- Clustering analysis of multivariate data: a weighted spatial ranks-based approach
- A score test for detecting extreme values in a vector autoregressive model
- The three basic types of residuals for a linear model
- Robust asset allocation with conditional value at risk using the forward search
- ROBOUT: a conditional outlier detection methodology for high-dimensional data
- A forward search algorithm for detecting extreme study effects in network meta-analysis
- Robust clustering based on trimming
- Robust mediation analysis: what we talk about when we talk about robustness
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- The R package ecosystem for robust statistics
- Object detection in multi-epoch data
- Robust double clustering: a method based on alternating concentration steps
- The Gaussian rank correlation estimator: robustness properties
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
- The main contributions of robust statistics to statistical science and a new challenge
- The minimum regularized covariance determinant estimator
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
- Robust probabilistic PCA with missing data and contribution analysis for outlier detection
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