[Forum SIS] Robust statistics and robust regression - Mia Hubert @ UniCas

[Giovanni Porzio]

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UNIVERSITA' DEGLI STUDI DI CASSINO
FACOLTA' DI ECONOMIA
DIPARTIMENTO DI SCIENZE ECONOMICHE

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SHORT COURSE  April 13 - April 14  2011

"An introduction to robust statistics and robust regression"
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Mia Hubert
Leuven Statistics Research Centre (LStat)
Department of Mathematics
Katholieke Universiteit Leuven

* Course Scheduling
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lecture 1: Robust location and scale
Wednesday 13, 10:00-12:00 Room 0.06

lecture 2: Robust location and scale in R
Wednesday 13, 12:30-14:00 Computer Lab, Room 1.12

lecture 3: Robust regression
Thursday 14, 10:00-12:00 Room 0.06

lecture 4: Robust regression in R
Thursday 14, 14:00-15:30 Computer Lab, Room 1.12

Facolta' di Economia
Via S.Angelo - Località Folcara, 03043 Cassino
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* Contents:
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When applying a statistical method in practice it often occurs that  
some observations deviate from the usual assumptions. However, many  
classical methods are sensitive to outliers. The goal of robust  
statistics is to develop methods that are robust against the  
possibility that one or several unannounced outliers may occur  
anywhere in the data. These methods then allow to detect outlying  
observations by their residuals from a robust fit. In these lectures
we focus on high-breakdown methods, which can deal with a substantial fraction
of outliers in the data. First we introduce basic ideas and principles  
of robustness, and illustrate them on estimators of univariate  
location and scale. Then we give an overview of robust methods for  
multivariate location and covariance estimation. The third and major  
part concerns robust techniques for regression analysis.  Both  
theoretical and implementation aspects are covered.
Also computer exercises with the R software are provided.

The course does not require preliminary knowledge of robust
statistics. However, basic knowledge of regression analysis is required.

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--
Giovanni C. Porzio
Dipartimento di Scienze Economiche
Università degli Studi di Cassino
Via S. Angelo - Localita' Folcara
03043 Cassino (FR) - Italia
tel: +39.0776.2993448

http://www.docente.unicas.it/giovannicamillo_porzio/

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