Advanced & Applied Topics · Robust Statistics & Outlier Diagnostics

Robust statistics: robust multivariate methods

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction High Dimensional Mathematical Statistics

Overview

Topics covered

  • Introduction
  • Robust Multivariate Methods for Statistics and Learning
  • General robustness theory and collapse point
  • 1.1 The Influence Function (IF)
  • 1.2 Breakdown Point
  • Robust univariate localization and dispersion estimators

Related concepts

Main connections

  • Linear algebra & matrices
  • Outliers & influence diagnostics
  • Median & robust location
  • Variance & standard deviation
  • Unsupervised learning & clustering
  • Mean & expected value

Compatible notation

Mathematical sample in LaTeX

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

ℱϵ={F:F=(1−ϵ)F0+ϵG}
View LaTeX source\mathcal{F}_\epsilon = \left\{ F : F = (1 - \epsilon)F_0 + \epsilon G \right\}