Ioannis Pitas (AUTH)
Ioannis Pitas (AUTH)
This lecture overviews Robust Statistics that has many applications in Data Analytics and Digital Signal Processing and Analysis. It covers the following topics in detail: Outliers. Measures of Robustness: Sensitivity Curve (SC), The Influence Function, Breaking Point. Robust Estimators: L – Estimators, M – Estimators, S – Estimators.