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Robust Statistics: The Approach Based on Influence Functions

TechnometricsPublished 1 May 1987
David Ruppert, Frank R. Hampel, Elvezio Ronchetti, Peter J. Rousseeuw, Werner A. Stahel
Citations3,793
SJR quartileQ1
SJR score1.41
SNIP1.93

TL;DR

This paper presents a meta-modelling framework for estimating the values of Covariance Matrices and Multivariate Location using one-Dimensional and Multidimensional Estimators.

Abstract

1. Introduction and Motivation. 2. One-Dimensional Estimators. 3. One-Dimensional Tests. 4. Multidimensional Estimators. 5. Estimation of Covariance Matrices and Multivariate Location. 6. Linear Models: Robust Estimation. 7. Linear Models: Robust Testing. 8. Complements and Outlook. References. Index.

Keywords

Agricultural and Biological SciencesMathematicsDecision Sciences