An estimation technique which is insensitive to small departures from the idealized assumptions which have been used to
optimize the algorithm. Classes of such techniques include *M*-Estimate (which follow from
maximum likelihood considerations), *L*-Estimate (which are linear combinations of
Order Statistics), and *R*-Estimate (based on Rank tests).

**References**

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Robust Estimation.'' §15.7 in
*Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.* Cambridge, England:
Cambridge University Press, pp. 694-700, 1992.

© 1996-9

1999-05-25