A survey of robust statistics
- 348 Downloads
We argue that robust statistics has multiple goals, which are not always aligned. Robust thinking grew out of data analysis and the realisation that empirical evidence is at times supported merely by one or a few observations. The paper examines the outgrowth from this criticism of the statistical method over the last few decades.
KeywordsRobust Method Outlier Detection Robust Statistic Breakdown Point Tail Index
Unable to display preview. Download preview PDF.
- 1.Alqallaf F, Van Aelst S, Yohai VJ, Zamar RH (2005) A model for contamination in multivariate data. SubmittedGoogle Scholar
- 12.Salibian-Barrera M, Van Aelst S, Willems G (2005) PCA based on multivariate MM-estimators with fast and robust bootstrap. J Am Stat Assoc (to appear)Google Scholar