Monitoring Robust Estimates for Compositional Data

Authors

  • Valentin Todorov UNIDO

DOI:

https://doi.org/10.17713/ajs.v50i2.1067

Abstract

In a number of recent articles Riani, Cerioli, Atkinson and others advocate the technique of monitoring robust estimates computed over a range of key parameter values. Through this approach the diagnostic tools of choice can be tuned in such a way that highly robust estimators which are as efficient as possible are obtained. This approach is applicable to various robust multivariate estimates like S- and MM-estimates, MVE and MCD as well as to the Forward Search in which
monitoring is part of the robust method. Key tool for detection of multivariate outliers and for monitoring of robust estimates is the Mahalanobis distances and statistics related to these distances. However, the results obtained with this
tool in case of compositional data might be unrealistic since compositional data contain relative rather than absolute information and need to be transformed to the usual Euclidean geometry before the standard statistical tools can be applied. Various data transformations of compositional data have been introduced in the literature and theoretical results on the equivalence of the additive, the centered, and the isometric logratio transformation in the context of outlier identification exist. To illustrate the problem of monitoring compositional data and to demonstrate the usefulness of monitoring in this case we start with a simple example and then analyze a real life data set presenting the technological
structure of manufactured exports. The analysis is conducted with the R package fsdaR, which makes the analytical and graphical tools provided in the MATLAB FSDA library available for R users.

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Published

2021-02-03

How to Cite

Todorov, V. (2021). Monitoring Robust Estimates for Compositional Data. Austrian Journal of Statistics, 50(2), 16–37. https://doi.org/10.17713/ajs.v50i2.1067

Issue

Section

Special Issue on Compositional Data Analysis (CoDaWork 2019)