Introduction to Robust Statistics
The aim of the course is to introduce the student to the knowledge of the fundamentals of robust statistics, in particular in the context of regression and in the context of multivariate statistical analysis. The presence of anomalous data often creates problems in the application of models that assume that the distributions are oulier free. A possible approach is to exclude outliers before applying the model. However, in many cases, especially in multivariate contexts, it is not easy to identify anomalous data. The robust statistics proposes alternative estimators to the traditional ones that are robust even in the presence of anomalous data. Along with a theoretical presentation, we will propose some applications and the use of a MATLAB package or some R functions that implement robust estimators in regression and in multivariate analysis.
R o MATLAB
Giudizio di approvazione