Prerequisites: Stat 660, 662
Course Catalog Description:
Robust statistical procedures for inference in location, linear and
multivariate models are presented. This will include broad classes of robust
estimates, including R...-, M ...-, and L...-estimates of both regular
and bounded influence types. Concepts such as breakdown point , influence
function, asymptotic theory are used to obtain the properties of these
procedures. Computational aspects are discussed along with small sample
properties and applications of these procedures.
