On the breakdown behavior of TCLUST clustering procedure

in Test (in press)

Clustering procedures allowing for general covariance structures of the obtained clusters need some constraints on the solutions. With this in mind, several proposals have been introduced in the ... [more ▼]

Clustering procedures allowing for general covariance structures of the obtained clusters need some constraints on the solutions. With this in mind, several proposals have been introduced in the literature. The TCLUST procedure works with a restriction on the "eigenvalues-ratio" of the clusters scatter matrices. In order to try to achieve robustness with respect to outliers, the procedure allows to trim off a proportion of the most outlying observations. The resistance to infinitesimal contamination of the TCLUST has already been studied. This paper aims to look at its resistance to a higher amount of contamination by means of the study of its breakdown behavior. The rather new concept of restricted breakdown point will demonstrate that the TCLUST procedure resists to a proportion of contamination equal to the trimming rate as soon as the data set is sufficiently "well clustered". [less ▲]

Comments on: Inference in multivariate Archimedean copulas models

in Test (2011), 20