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Robust Inference

Statistical Theory and Methods

  1. Frank Hampel

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.var055

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Hampel, F. 2006. Robust Inference. Encyclopedia of Environmetrics. 5.

Author Information

  1. ETH Zentrum, Switzerland

Publication History

  1. Published Online: 15 SEP 2006

Abstract

Robust inference is inference that is insensitive to (smaller or larger) deviations from the assumptions under which it is derived. Some very commonly used assumptions in statistics are normality, independence, identical distributions, linearity (e.g. in regression), and stationarity of stochastic processes. As a rule, such assumptions are only approximations to reality, and the questions arise as to what deviations tend to occur in practice, what effects they have on known statistical procedures, and how to develop better, ‘more robust’ procedures when deemed desirable. To answer these questions, new statistical concepts have proven useful.