Abstract:We would like to congratulate the authors for their innovative paper, containing many stimulating ideas. The authors propose an estimator for multivariate location and scatter, robust to both cellwise and casewise contamination. The idea is simple: (i) check for large univariate outliers and replace these cellwise outliers by NA, and (ii) apply the S-estimator for missing values of Danilov et al. (2012). If there are no cellwise outliers detected in step (i), the proposed estimator equals the regular S-estimat… Show more
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