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A survey of robust statistics

Author

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  • Stephan Morgenthaler

    (Ecole Polytechnique fédérale de Lausanne
    EPFL FSB IMA)

Abstract

We argue that robust statistics has multiple goals, which are not always aligned. Robust thinking grew out of data analysis and the realisation that empirical evidence is at times supported merely by one or a few observations. The paper examines the outgrowth from this criticism of the statistical method over the last few decades.

Suggested Citation

  • Stephan Morgenthaler, 2007. "A survey of robust statistics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 271-293, February.
    • Handle: RePEc:spr:stmapp:v:15:y:2007:i:3:d:10.1007_s10260-006-0034-4
    DOI: 10.1007/s10260-006-0034-4
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    References listed on IDEAS

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    1. Croux, Christophe & Ruiz-Gazen, Anne, 2005. "High breakdown estimators for principal components: the projection-pursuit approach revisited," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 206-226, July.
    2. Van Aelst, Stefan & Rousseeuw, Peter J. & Hubert, Mia & Struyf, Anja, 2002. "The Deepest Regression Method," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 138-166, April.
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    Cited by:

    1. Alfons, A. & Ates, N.Y. & Groenen, P.J.F., 2018. "A Robust Bootstrap Test for Mediation Analysis," ERIM Report Series Research in Management ERS-2018-005-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    2. Christophe Croux & Catherine Dehon, 2010. "Influence functions of the Spearman and Kendall correlation measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 497-515, November.
    3. Leonid Hanin, 2021. "Cavalier Use of Inferential Statistics Is a Major Source of False and Irreproducible Scientific Findings," Mathematics, MDPI, vol. 9(6), pages 1-13, March.
    4. Eugster, Manuel J.A. & Leisch, Friedrich, 2011. "Weighted and robust archetypal analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1215-1225, March.
    5. Cerioli, Andrea & Farcomeni, Alessio, 2011. "Error rates for multivariate outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 544-553, January.
    6. Youssef Allouah & Rachid Guerraoui & L^e-Nguy^en Hoang & Oscar Villemaud, 2022. "Robust Sparse Voting," Papers 2202.08656, arXiv.org, revised Jan 2024.
    7. repec:jss:jstsof:32:i03 is not listed on IDEAS
    8. Roland Fried & Herold Dehling, 2011. "Robust nonparametric tests for the two-sample location problem," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 409-422, November.

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