Robust statistics and robust linear regression · advanced reference manual

Introduction

What this guide covers

Introduction Robust Statistics and Parameter Estimation

Overview

Topics covered

• Introduction
• Robust Statistics: Robust Linear Regression
• Limitations of Ordinary Least Squares (OLS)
• Classification of anomalous observations in regression
• Theoretical Robustness: Influence Functions and Breaking Points
• The breakdown point (Breakdown Point)

Related concepts

Main connections

• Residual analysis & diagnostics
• Median & robust location
• Linear regression
• Linear algebra & matrices
• Calculus & differentiation
• Variance & standard deviation

Compatible notation

Mathematical sample in LaTeX

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