Robust statistics deals with deviations from ideal parametric models and their dangers for the statistical procedures derived under the assumed model. Its primary goal is the development of procedures which are still reliable and reasonably efficient under small deviations from the model, i.e. when the underlying distribution lies in a neighborhood of the assumed model.

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Robust Inference

  • Elvezio Ronchetti

摘要

Robust statistics deals with deviations from ideal parametric models and their dangers for the statistical procedures derived under the assumed model. Its primary goal is the development of procedures which are still reliable and reasonably efficient under small deviations from the model, i.e. when the underlying distribution lies in a neighborhood of the assumed model.