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Research directions in robust statistics. (English) Zbl 0738.62039
Directions in robust statistics and diagnostics. Pt. 2, Proc. IMA Summer Progr., Minneapolis/MN (USA) 1989, IMA Vol. Math. Appl. 34, 243-278 (1991).
[For the entire collection see Zbl 0731.00019.]
The goal of this paper is to give an overview of research directions in robust statistics and to help stimulating research in topics which are important according to the author’s perception.
The paper starts by listing problem types and areas such as distributional robustness, non-identical distributions, dependence, prediction and diagnostics before going into more detail for some general concepts and approaches and specific models. Desirable priorities of research in the opinion of the author are listed at the end of the paper. The reference list includes more than 500 items, mainly of the years 1985-1990.

MSC:
62F35 Robustness and adaptive procedures (parametric inference)
62G35 Nonparametric robustness
Software:
GaussFit