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STAT 5506 [0.5 credit] (MAT 5175) Robust Statistical Inference


Tests for location, scale, and regression parameters; derivation of rank tests; distribution theory of linear rank statistics and their efficiency. Robust estimation of location, scale and regression parameters; Huber's M-estimators, Rank-methods, L-estimators. Influence function. Adaptive procedures.
Prerequisite(s): STAT 5600 or permission of the School.