Robust Estimation in Linear Model and its Computational Aspects

Heuristics of robust estimation is briefly explained and a survey of the most typical robust methods of the point estimation both of the location and scale parameters and in the linear model is presented. Basic notions of robust statistics as well as of some particular topics of robust diagnostics are discussed, too. Testing of submodels and the possibilities of adaptive approach in the estimation of parameters in the linear model are also commented.

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