A robust maximal
F-ratio statistic to detect clusters structure
Universidad de Valladolid, Spain
A robustified version of the maximal F-ratio considered by
Engelman-Hartigan to detect clusters structure is introduced. The
robustification follows from the application of an impartial trimming
procedure inspired on the trimmed k-means method.
Asymptotic results for that trimmed maximal F-ratio are given. These
results show that the prize to be paid (in terms of increased
asymptotic variance) for the robustification is affordable.
An example arising from a genetical study shows the interest of the
proposed robustification in applied studies.