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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.