Applied Robust Statistics & Robust Regression & Outliers & Regression Graphics

Applied Robust Statistics

by David Olive
Preprint M-02-006
Copyright July 2002, June 2008

Obtain related preprints from my home page home.html
The published book Olive, D.J. (2017), Robust Multivariate Analysis, has some of the material in this book.
A more recent online book is Olive, D.J. (2020), Robust Statistics. http://parker.ad.siu.edu/Olive/robbook.htm

Course notes for robust statistics including robust regression, multivariate location and dispersion, and semiparametric 1D regression models.

If you wish to contact the author, click here.

The complete text is in the file robnotes.pdf. The MDATA files are for ARC.

.PDF Version R/Splus Programs R/Splus Data R Code and SAS Programs

Table of Contents

Pages

PDF

Misc MDATA Files

Preface i-xvii cont animal.lsp, belg.lsp

Chapter 1-Introduction 1-23 ch1 bodfat.lsp, boston2.lsp

Chapter 2-Location Model 24-70 ch2 buxton.lsp, cbrain.lsp

Chapter 3-Useful Distributions 71-103 ch3 cyp.lsp, credit.lsp

Chapter 4-Truncated Distributions 104-130 ch4 gladstone.lsp, hbk.lsp

Chapter 5-Multiple Linear Regression 131-200 ch5 ICU.lsp, insulation.lsp, john.lsp

Chapter 6-Regression Diagnostics 201-226 ch6 lobster.lsp, lsinc.lsp

Chapter 7-Robust Regression 227-250 ch7 major.lsp, marry.lsp

Chapter 8-Robust Regression Algorithms 251-283 ch8 museum.lsp, muss.lsp

Chapter 9-Breakdown and Equivariance 284-302 ch9 naph.lsp, nasty.lsp, octane.lsp

Chapter 10-Multivariate Models 303-342 ch10 pollution.lsp, pop.lsp, popcorn.lsp

Chapter 11-CMCD Applications 343-362 ch11 pov.lsp, povc.lsp

Chapter 12-1D Regression 363-417 ch12 salinity.lsp, sinc.lsp

Chapter 13-Generalized Linear Models 418-478 ch13 skeleton.lsp, stackloss.lsp

Chapter 14-Stuff for Students 479-516 ch14 wood.lsp

Bibliography 517-571 bib

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