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http://dx.doi.org/10.5351/CSAM.2015.22.6.543

Robustness, Data Analysis, and Statistical Modeling: The First 50 Years and Beyond  

Barrios, Erniel B. (School of Statistics, University of the Philippines Diliman)
Publication Information
Communications for Statistical Applications and Methods / v.22, no.6, 2015 , pp. 543-556 More about this Journal
Abstract
We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.
Keywords
clustered data; forward search algorithm; influence curve; L-Estimator; location parameter; M-estimator; quantile regression; R-estimator; robust statistics; spatial analysis; time series data;
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