Trimming algorithms for clustering contaminated grouped data and their robustness |
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Authors: | María Teresa Gallegos Gunter Ritter |
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Institution: | 1. Institute for Data Analysis, Salzweg, Germany 2. Fakult?t für Informatik und Mathematik, Universit?t Passau, Passau, Germany
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Abstract: | We establish an affine equivariant, constrained heteroscedastic model and criterion with trimming for clustering contaminated, grouped data. We show existence of the maximum likelihood estimator, propose a method for determining an appropriate constraint, and design a strategy for finding reasonable clusterings. We finally compute breakdown points of the estimated parameters thereby showing asymptotic robustness of the method. |
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