Robust Statistics: The Approach Based on Influence Functions, Frank R. Hampel, Elvezio M. Ronchetti, Peter J. Rousseeuw, Werner A. Stahel. (2005)


Introducing concepts, theory, and applications, Robust Statistics is accessible to a broad audience, avoiding allusions to high-powered mathematics while emphasizing ideas, heuristics, and background. The text covers the approach based on the influence function (the effect of an outlier on an estimater, for example) and related notions such as the breakdown point. It also treats the change-of-variance function, fundamental concepts and results in the framework of estimation of a single parameter, and applications to estimation of covariance matrices and regression parameters.