Tutorial to robust statistics

Authors
Peter J. Rousseeuw
Published
1991
DOI
10.1002/cem.1180050103
Citation
Rousseeuw: "Tutorial to robust statistics", Journal of Chemometrics, 5, 1-20, 1991.
Abstract
In this tutorial we first illustrate the effect of outliers on classical statistics such as the sample average. This motivates the use of robust techniques. For univariate data the sample median is a robust estimator of location, and the dispersion can also be estimated robustly. The resulting ‘z-scores’ are well suited to detect outliers. The sample median can be generalized to very large data sets, which is useful for robust ‘averaging’ of curves or images. For multivariate data a robust regression procedure is described. Its standardized residuals allow us to identify the outliers. Finally, a survey of related approaches is given.
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