Advanced & Applied Topics · Robust Statistics & Outlier Diagnostics

Robust statistics: inference and hypothesis testing

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Asymptotic Theory · Robust Methods

Overview

Topics covered

  • Introduction
  • Robust Statistics and Hypothesis Testing
  • Introduction to the Paradigm: Limits of the Classical Approach
  • 1.1 Conceptual Structure of Robust Statistics
  • The Influence Function and the Break Point
  • 2.1 The Breakdown Point

Related concepts

Main connections

  • Variance & standard deviation
  • Bootstrap resampling
  • Linear algebra & matrices
  • Residual analysis & diagnostics
  • Maximum likelihood estimation
  • Linear regression

Compatible notation

Mathematical sample in LaTeX

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

Fϵ=(1−ϵ)F0+ϵG
View LaTeX sourceF_{\epsilon} = (1 - \epsilon)F_0 + \epsilon G