Robust Statistics

Huber, P. J., & Ronchetti, E. M. (2009). Robust Statistics. Wiley.

Type

Book

Intellectual base

Textbook

Year

2009

Link

https://doi.org/10.1002/9780470434697matched

Cited by

2 citations across 2 artifacts.

Each citation links to the sentence it supports in the citing article.

Domain-specific

• Fisher Consistency
  • The rule is Fisher consistent when applying the same functional to the true population distribution recovers the target: `T(F_θ)=θ` for every distribution in the stated model.
• Robust Regression
  • A high breakdown point does not imply high efficiency; a bounded influence function does not guarantee resistance to clustered or cellwise contamination; and a redescending loss can introduce multiple local optima

    This sourceCovers the influence function, the finite-sample breakdown point, the efficiency price of resistance, and the multiple local optima that redescending psi-functions introduce; the cellwise-contamination case is later literature.

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