Robust statistics
نویسندگان
چکیده
منابع مشابه
Robust statistics
Robust stat ist ics seeks to provide methods that emulate popular stat ist ical methods, but which are not unduly af fected by out liers or other small departures f rom model assumptions. In stat ist ics, classical est imat ion methods rely heavily on assumptions which are of ten not met in pract ice. In part icular, it is of ten assumed that the data errors are normally distributed, at least a...
متن کاملAmbiguity and robust statistics
Since the seminal work of Gilboa and Schmeidler [28, p. 142] a relation between decision making under ambiguity and robust Bayesian statistics has been hinted at, and indeed immediate similarities are quite evident. At the same time, a formal treatment of this topic and a complete characterization of the relation between the two approaches is still missing. The object of this paper is to ll th...
متن کاملRobust Higher Order Statistics
Sample estimates of moments and cumulants are known to be unstable in the presence of outliers. This problem is especially severe for higher order statistics, like kurtosis, which are used in algorithms for independent components analysis and projection pursuit. In this paper we propose robust generalizations of moments and cumulants that are more insensitive to outliers but at the same time re...
متن کاملRobust Statistics for Image Deconvolution
We present a blind multiframe image-deconvolution method based on robust statistics. The usual shortcomings of iterative optimization of the likelihood function are alleviated by minimizing theM -scale of the residuals, which achieves more uniform convergence across the image. We focus on the deconvolution of astronomical images, which are among the most challenging due to their huge dynamic ra...
متن کاملRobust estimation of U-statistics
An important part of the legacy of Evarist Giné is his fundamental contributions to our understanding of U -statistics and U -processes. In this paper we discuss the estimation of the mean of multivariate functions in case of possibly heavy-tailed distributions. In such situations, reliable estimates of the mean cannot be obtained by usual U -statistics. We introduce a new estimator, based on t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Mathematics
سال: 1986
ISSN: 0001-8708
DOI: 10.1016/0001-8708(86)90016-2