Abstract #300549


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JSM 2002 Abstract #300549
Activity Number: 241
Type: Topic Contributed
Date/Time: Tuesday, August 13, 2002 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing*
Abstract - #300549
Title: Graphical Modelling from the View Point of Robustness
Author(s): Sonja Kuhnt*+
Affiliation(s): University of Dortmund
Address: Vogelpothsweg 87, Dortmund, International, 44221, Germany
Keywords: Graphical Modelling ; Robustness
Abstract:

Graphical modelling as a form of multivariate analysis has turned out to be a capable tool for the detection and modelling of complex dependence structures. Statistical models are related to graphs, in which variables are represented by points and associations between each two of them as lines. The valuability of graphical modelling depends, of course, on finding a graphical model, which fits the data appropriately. We will investigate how existing model-building strategies and estimation methods can be effected by model disturbances or outlying observations and suggest possible remedies. The focus of our sensitivity analysis lies on mixed graphical models, where both discrete and continuous variables are included.


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