Robust Statistics

3 credits · Undergraduate

Robust statistics are those which provide protection against violation of assumptions underlying the statistical procedure. We will develop basic concepts including sensitivity, influence and breakdown of estimates and tests. Classical procedures will be evaluated in terms of robustness and alternate techniques developed based on weighted least squares and/or median based generalizations. We will also consider robust techniques in time series. PREREQUISITES: STAT 3340.03 and STAT 3460.03 CROSSLISTED: STAT 5360.03