Depth-winsorized PICARD: a discussion on “Independent component analysis by robust distance correlation”

This work discusses the article Independent component analysis by robust distance correlation appeared within this same issue of this journal. Particularly, it focuses into the novel bowl transform, a proposal embedded into an Independent Component Analysis strategy to obtain solutions which are resistant to the presence of contamination in the data. The proposal is discussed, and an alternative solution is suggested. This latter exploits data depth contours to embed a multivariate winsorization step within the same proposed strategy.