SEARCH

SEARCH BY CITATION

Keywords:

  • M-estimators;
  • outliers;
  • Huber's minimax result;
  • influence function;
  • breakdown point

Abstract

That the conclusion based on a data analysis be robust and stable is not merely a desirable feature, it is essential. To merit this quality label, a conclusion must be supported by strong data-based evidence and not simply be a discovery gleaned from a preconceived model and weakly supported by a part of the data. Robustness in statistics refers to the definition and investigation of procedures that lead to such stability. This article gives a brief overview of the concepts and procedures that are relevant in judging robustness. These have mostly been developed over the last five decades. WIREs Comp Stat 2011 3 85–94 DOI: 10.1002/wics.144

For further resources related to this article, please visit the WIREs website