Robust Statistics for Cybernetics
| Code | Completion | Credits | Range | Language |
|---|---|---|---|---|
| XP33RSK | ZK | 4 | 2P+0S | Czech |
- Garant předmětu:
- Jana Nosková
- Lecturer:
- Jana Nosková
- Tutor:
- Jana Nosková
- Supervisor:
- Department of Cybernetics
- Synopsis:
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Statistical methods are basic tools of control and decision making theory. Classical statistical methods (e.g. MLE) are usually very sensitive to deviations from our idealized model. Thus many methods which are robust have been developed. It means that these methods are not so sensitive to small deviations from an underlying model. So we briefly explain the parametric concept of estimation and then we introduce the robust approach, some basic robust estimators of location (e.g. trimmed mean, Hampel estimator) and measures of robustness (influence function, breakdown point).
- Requirements:
- Syllabus of lectures:
- Syllabus of tutorials:
- Study Objective:
- Study materials:
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Ricardo A. Maronna, R. Douglas Martin, Victor J. Yohai, Matías Salibián-Barrera, Robust Statistics: Theory and Methods (with R), 2nd Edition
ISBN: 978-1-119-21466-3 October 2018 464 Pages
Rousseeuw,P.J., Leroy,A. (1987) Robust Regression and Outlier Detection.
Wiley, New York
Huber,P.J. (1981) Robust Statistics.Wiley,New York
Hampel,F.R.,Ronchetti, E.M.,Rousseeuw, P.J.,Stahel,W.A. (1986) Robust
Statistics: The Approach Based on Influence Functions. Wiley,New York
Dodge,Y., Jureckova,J. (2000) Adaptive Regression. Springer, New York
- Note:
- Time-table for winter semester 2023/2024:
- Time-table is not available yet
- Time-table for summer semester 2023/2024:
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06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon Tue Wed Thu Fri - The course is a part of the following study plans:
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- Doctoral studies, daily studies (compulsory elective course)
- Doctoral studies, combined studies (compulsory elective course)
- Doctoral studies, structured daily studies (compulsory elective course)
- Doctoral studies, structured combined studies (compulsory elective course)