STAT 466

Robust Statistics

Units: 1.5

Hours: 3-0-0

Influence function and breakdown point; efficiency and robustness; robust location and scale estimation; robust regression; robust covariance matrix estimation; robust k-means clustering; robust principal component analysis; outlier detection.

Note:

  • May be offered as a joint undergraduate and graduate class.

Prerequisites:

Undergraduate course in Statistics offered by the Department of Mathematics and Statistics in the Faculty of Science.

Schedules:
Summer 2019 Fall 2019 Spring 2020

Summer timetable available: February 15. Fall and Spring timetables available: May 15.

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