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

Lecturers & Examiners: Prof. Dr. Andreas Franz Ruckstuhl
VVZ CR n/a

Last Updated: 2026-02-05 16:37:28

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
Block course on 10.06.24 / 17.06.24 10.06. 08:15 - 18:00 HG D 3.2 17.06. 08:15 - 12:00 HG D 3.2
  • 10.06 Date 08:15-18:00 (HG D 3.2)
  • 17.06 Date 08:15-12:00 (HG D 3.2)
  • 01.07 Date 08:15-12:00 (HG D 5.2)
10.5 h semesterly

Offered In