| CODE | SOR5281 | ||||||
| TITLE | Robust Multivariate Statistics | ||||||
| UM LEVEL | 05 - Postgraduate Modular Diploma or Degree Course | ||||||
| MQF LEVEL | Not Applicable | ||||||
| ECTS CREDITS | 8 | ||||||
| DEPARTMENT | Statistics and Operations Research | ||||||
| DESCRIPTION | - The Multivariate Setting - Robustness Considerations in Multidimensional Estimators and Testing - Robust Methods in a Selection of Multivariate Methods like Generalized - Linear Models , Time Series, Principal Components Analysis and Latent - Class Models. - Asymptotic Theory - Numerical Algorithms and related Software Suggested Texts: - Peter J. Huber, (2004) Robust Statistics, Wiley Series in Probability and Statistics - Frank R. Hampel, Elvezio M. Ronchetti, Peter J. Rousseeuw, Werner A. Stahel, (2005) Robust Statistics : The Approach Based on Influence Functions, Wiley Series in Probability and Statistics - Rand Wilcox, (2004) Introduction to Robust Estimation and Hypothesis Testing, Academic Press - Riccardo A. Maronna, (2006) Robust Statistics: Theory & Methods, John & Wiley Sons. Ltd. |
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| STUDY-UNIT TYPE | Lecture | ||||||
| METHOD OF ASSESSMENT |
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| LECTURER/S | Lino Sant |
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The availability of optional units may be subject to timetabling constraints. Units not attracting a sufficient number of registrations may be withdrawn without notice. It should be noted that all the information in the description above applies to study-units available during the academic year 2025/6. It may be subject to change in subsequent years. |
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