Advanced & Applied Topics · Robust Statistics & Outlier Diagnostics

Robust statistics: fundamentals, asymptotic theory, and limitations of classical inference

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction // Advanced Statistical Inference · Robustness Theory

Overview

Topics covered

  • Introduction
  • Robust Statistics
  • Epistemology of Robustness and Breakdown of Assumptions
  • The Assumption of Normality and its Extreme Fragility
  • Efficiency Loss Analysis in Contaminated Normals
  • Pathologies of Classical Estimators versus Outliers

Related concepts

Main connections

  • Residual analysis & diagnostics
  • Median & robust location
  • Variance & standard deviation
  • Calculus & differentiation
  • Outliers & influence diagnostics
  • Mean & expected value

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

𝒫ϵ={F∣F(x)=(1−ϵ)G(x)+ϵH(x)}
View LaTeX source\mathcal{P}_{\epsilon} = \{ F \mid F(x) = (1 - \epsilon) G(x) + \epsilon H(x) \}