Robust statistics

Garant předmětu:

Jana Nosková

Lecturer:

Jana Nosková

Tutor:

Supervisor:

Department of Mathematics

Synopsis:

Robust statistics deals with statistical methods which are not sensitive to small depatrures from model assumptions. Robust statistics became a part of mainstream statistics only a few years ago yet it is implemented in many statistical softwars.

Requirements:

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Study materials:

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:

Time-table is not available yet

The course is a part of the following study plans: