The power of monitoring: how to make the most of a contaminated multivariate sample

摘要

We contribute to the discussion of an article where Andrea Cerioli, Marco Riani, Anthony Atkinson and Aldo Corbellini review the advantages of analyzing multivariate data by monitoring how the estimated model parameters change as the estimation parameters vary. The focus is on robust methods and their sensitivity to the nominal efficiency and breakdown point. In congratulating with the authors for the clear and stimulating exposition, we contribute to its discussion with an overview of what we experienced in applying the monitoring in our application domain.