内容

目次

Background - Why Robust Procedures?; Qualitative and QuantitativeRobustness, Qualitative Robustness, Quantitative Robustness, Breakdown,Infinitesimal Robustness, Influence Function; M-L and R-Estimates,L-Estimates, R-Estimates, Asymptotic Properties of M-Estimates,Asymptotically Efficient M-L, R-Estimates, Scaling Question; AsymptoticMinimax Theory, Minimax Asymptotic Bias, Minimax Asymptotic Variance;Multiparameter Problems, Generalities, Regression, Robust Covariances - theAffinely Invariant Case, Robust Covariances - the Coordinate Dependent Case;Finite Sample Minimax Theory, Robust Tests and Capacities, Finite SampleMinimax Estimation; Adaptive Estimates, Adaptive Estimates; Robustness -Where Are We Now?, The First Ten Years - Influence Functions andPseudovalues, Breakdown and Outlier Detection, Studentizing, ShrinkingNeighbourhoods, Some Persistent Misunderstandings, Future Directions.