Course Catalog 2008-2009 Postgraduate Basic Pori International Postgraduate Open University |Degrees|     |Study blocks|     |Courses|

Course´s person responsible

Sari Peltonen

Implementations

No implementations

Requirements

One seminar presentation and final exam.
Completion parts must belong to the same implementation

Principles and baselines related to teaching and learning

-

Objectives

After passing this course the student understands what robustness means and knows which tools can be used for studying robustness of estimators (filters). Student will also become familiar with several robust estimators.

Content

Content	Core content	Complementary knowledge	Specialist knowledge
1.	The meaning of robustness, deviations from parametric models and estimation theory.	Chebychev's inequality, information inequality, unbiasedness, consistency, efficiency and basics of detection.	Minimax approach.
2.	Influence function (IF), gross-error sensitivity, local-shift sensitivity, rejection point, asymptotic variance, breakdown point.	Finite-sample versions of the IF and output distributional influence function (ODIF).
3.	Order Statistics (OS) and stack filters and their distributions.	Optimization of the stack filters.
4.	Definitions of M-, L-, and R-estimators.	Specific properties of these different estimator classes. Redescending M-estimators and matched median filter.

Evaluation criteria for the course

Grading is pass/fail. In order to pass the student has to give seminar presentation and get at least half of the maximum points from the final exam.

Assessment scale:

Evaluation scale passed/failed will be used on the course

Partial passing:

Completion parts must belong to the same implementation

Study material

Type	Name	Author	ISBN	URL	Edition, availability, ...	Examination material	Language
Book	Robust Statistics	Hampel, Ronchetti, Rousseeuw & Stahel			John Wiley, 1985		English
Book	Robust Statistics	Huber			John Wiley, 1981		English
Book	Robust Statistics	Maronna Ricardo, Martin Doug and Yohai Victor	978-0-470-01092-1		John Wiley, 2006		English
Lecture slides	"Robust Estimation"	Sari Peltonen					English

Prerequisites

Correspondence of content

Additional information

Next implementation during academic year 2009-2010.

Last modified	08.07.2008
Modifier	Sari Peltonen