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Robust analysis of linear models. (English) Zbl 1100.62583
Summary: This paper presents three lectures on a robust analysis of linear models. One of the main goals of these lectures is to show that this analysis, similar to the traditional least squares-based analysis, offers the user a unified methodology for inference procedures in general linear models. This discussion is facilitated throughout by the simple geometry underlying the analysis. The traditional analysis is based on the least squares fit which minimizes the Euclidean norm, while the robust analysis is based on a fit which minimizes another norm. Several examples involving real data sets are used in the lectures to help motivate the discussion.

MSC:
62J05 Linear regression; mixed models
62F35 Robustness and adaptive procedures (parametric inference)
Software:
wwcode
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References:
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