The importance of the scales in heterogeneous robust clustering

The estimation of the scales plays an important role in the derivation of robust cluster techniques. This holds specially for some recently proposed methods including the so-called “concentration” steps in their implementation. A new robust clustering approach is introduced, the SSC method, intended to deal with scales, sizes and contamination. The method starts from a high trimming level which surely serves to remove all the outlying observations. Later, an iterative process is carried out where special attention is paid to the proper estimation of the groups’ scales. The estimation of the contamination level is also considered.