Stat 683 Robust Statistical AnalysisCredit Hours: 3
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.