Cell-wise robust covariance estimation for compositions, with application to geochemical data

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F23%3A73621519" target="_blank" >RIV/61989592:15310/23:73621519 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0375674223001462" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0375674223001462</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.gexplo.2023.107299" target="_blank" >10.1016/j.gexplo.2023.107299</a>

Result language
angličtina
Original language name
Cell-wise robust covariance estimation for compositions, with application to geochemical data
Original language description
Cell-wise outliers are outliers in single entries of a compositional data matrix, and they can lead to a certain bias in the statistical analysis. Traditional row-wise robust methods downweight outlying observations for the estimation, independent of how many or which cells of an observation are contaminated. Cell-wise robustness still makes use of the information contained in non-contaminated cells. Here, cell-wise robustness is used for the estimation of the variation and the covariance matrix. For higher dimensional data also a regularized estimator is introduced. The advantages of the cell-wise robust estimators are demonstrated in simulation experiments and in a geochemistry application in the context of clustering and principal component analysis.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GF22-15684L" target="_blank" >GF22-15684L: Generalized relative data and robustness in Bayes spaces</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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