A survey of robust statistics

被引：0

作者：

Morgenthaler S. ^{[1
,2
]}

机构：

[1] Institute of Mathematics, Ecole Polytechnique Fédérale de Lausanne, Lausanne

[2] EPFL FSB IMA, Station 8

来源：

Statistical Methods and Applications | 2007年 / 15卷 / 3期

关键词：

Robust Method; Outlier Detection; Robust Statistic; Breakdown Point; Tail Index;

D O I：

10.1007/s10260-006-0034-4

中图分类号：

学科分类号：

摘要：

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. © 2006 Springer-Verlag.

引用

页码：271 / 293

页数：22

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