Robust Statistics: The Approach Based on Influence Functions
"This is a nice book containing a wealth of information, much of
it due to the authors. . . . If an instructor designing such a
course wanted a textbook, this book would be the best choice
available. . . . There are many stimulating exercises, and the book
also contains an excellent index and an extensive list of
"[This] book should be read carefully by anyone who is
interested in dealing with statistical models in a realistic
Introducing concepts, theory, and applications, Robust Statistics is accessible to a broad audience, avoiding allusions to high-powered mathematics while emphasizing ideas, heuristics, and background. The text covers the approach based on the influence function (the effect of an outlier on an estimater, for example) and related notions such as the breakdown point. It also treats the change-of-variance function, fundamental concepts and results in the framework of estimation of a single parameter, and applications to estimation of covariance matrices and regression parameters.
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.
ELVEZIO M. RONCHETTI, PhD, is Professor of Statistics in the Department of Econometrics at the University of Geneva in Switzerland.
PETER J. ROUSSEEUW, PhD, is Professor in the Department of Mathematics and Computer Science at the University of Antwerp in Belgium.
WERNER A. STAHEL, PhD, is Professor at the Swiss Federal Institute of Technology (ETH) Zurich, Switzerland.