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Statistical Methods and Applications

, Volume 15, Issue 3, pp 271–293 | Cite as

A survey of robust statistics

  • Stephan MorgenthalerEmail author
Original Article

Abstract

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.

Keywords

Robust Method Outlier Detection Robust Statistic Breakdown Point Tail Index 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 2006

Authors and Affiliations

  1. 1.Institute of MathematicsEcole Polytechnique fédérale de LausanneLausanneSwitzerland
  2. 2.EPFL FSB IMALausanneSwitzerland

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