Robust Statistics Theory and Methods (with R)

Preface xv

Preface to the First Edition xxi

About the Companion Website xxix

1 Introduction 1

2 Location and Scale 17

3 Measuring Robustness 51

4 Linear Regression 1 87

5 Linear Regression 2 115

6 Multivariate Analysis 195

7 Generalized Linear Models 271

8 Time Series 293

9 Numerical Algorithms 363

10 Asymptotic Theory of M-estimators 373

11 Description of Datasets 401

References 407

Index 423