Advanced & Applied Topics · Robust Statistics & Outlier Diagnostics

Robust statistics: conceptual and functional measures of robustness

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Advanced Technical Research Treatise

Overview

Topics covered

  • Introduction
  • Robust Statistics: Conceptual and Functional Measures
  • The crisis of the classical paradigm and the emergence of robustness
  • 1.1 Tukey's asymptotic contamination model
  • 1.2 The paradox of classical efficiency
  • Statistical functionals and Fisher consistency

Related concepts

Main connections

  • Mean & expected value
  • Median & robust location
  • Normal (Gaussian) distribution
  • Calculus & differentiation
  • Linear regression
  • Variance & standard deviation

Compatible notation

Mathematical sample in LaTeX

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

F=(1−ε)F0+εG
View LaTeX sourceF = (1 - \varepsilon)F_0 + \varepsilon G