Robustness in the Strategy of Scientific Model Building.
Technical summary rept.,
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
Pagination or Media Count:
The philosophy of robust procedures is discussed. It is argued that the present emphasis by statistical researchers on ad hoc methods of robust estimation is mistaken. Classical methods of estimation should be retained using models which more appropriately represent reality. Attention should not be confined merely to discrepancies arising from outliers and heavy tailed distributions but should be extended to include serial dependence, need for transformation and other problems. Some researches of this kind using Bayes theorem are discussed. Author
- Statistics and Probability