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447-6222-01L 1 Credits WBZ D-MATH

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Robust Regression

Does not take place this semester.

VVZ CR n/a

Last Updated: 2026-02-05 16:22:19

Abstract

The basic ideas of robust fitting techniques are explained theoretically and practically using regression models and explorative multivariate analysis.

Objective

Participants are familiar with common robust fitting methods for linear regression models as well as for exploratory multivariate analysis and are able to assess their suitability for the data at hand.

Content

Influence function, breakdown point, regression M-estimation, regression MM-estimation, robust inference, covariance estimation with high breakdown point, application in principal component analysis and linear discriminant analysis.

Resources

Literature

Lecture notes are available.

General Information

Language: English
Levels: WBZ
Frequency: Every two years

Examination

Type: ungraded semester performance

Registration & Places

Priority: Registration for the course unit is only possible for the primary target group

Course Components

Type	Title	Time & Place	Hours
lecture with exercise	Robust Regression Does not take place this semester. Block course	No time listed	10.5 h semesterly