info prev up next book cdrom email home

Robust Estimation

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).

See also L-Estimate, M-Estimate, R-Estimate


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 Eric W. Weisstein
1999-05-25