Discussion of “Multivariate Functional Outlier Detection”, by Mia Hubert, Peter Rousseeuw and Pieter Segaert

Davy Paindaveine, Germain Van Bever

Research output: Contribution to journalArticlepeer-review

Abstract

We present a discussion of Hubert et al. (2015)—hereafter, HRS15—that splits into two parts. In the first one, we argue that some structural properties of depth may, in some cases, limit its relevance for outlier detection. We also propose an alternative to bagdistances, which, while still based on depth, does not suffer from the same limitations. In the second part of the discussion, we investigate the possible uses of the weight functions that may enter the various integral functionals considered in HRS15.

Original languageEnglish
Pages (from-to)223-231
Number of pages9
JournalStatistical Methods and Applications
Volume24
Issue number2
DOIs
Publication statusPublished - 7 Jul 2015
Externally publishedYes

Keywords

  • Bagdistances
  • Outlier detection
  • Statistical depth
  • Weight functions

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