Introduction to Robust Statistics

A.Y. 2019/2020
Lesson for
2
ECTS
10
Overall hours
Lesson period
July
Language
Italian
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
Assessment methods
Giudizio di approvazione
Assessment result
superato/non superato
Professor(s)
Reception:
Tuesdays from 10 to 13. CORONAVIRUS EMERGENCY: The teacher is available to conduct interviews via Teams or Skype. First send a mial to make an appointment.
DEMM, room 31, 3° floor