Robust Statistics Through the Monitoring Approach: Applications in Regression

This open access book presents robust statistical methods and procedures through the monitoring approach, with an emphasis on applications to linear regression. Illustrating the theory, it explores both large and small-sample properties. The performance of the forward search and of the monitoring of static robust estimators for regression data are illuminated through numerous data analyses using MATLAB and R.

The book describes the results of many years’ work of the authors in the developme...