What are robust tests

Robust tests

tip

Access other chapters in this book by swiping

2014 | OriginalPaper | Book chapter

Robust tests and estimators aim to minimize the influence of a small number of errors (measurement errors, rounding errors, ...) on the result of the decision problem in an estimation or test problem. Since these types of errors are common in applications, this is a relevant problem. In contrast to risk measurement and extreme value theory - the aim of which is to determine atypical extreme behavior - the aim of robust statistics is to construct estimation and test procedures that are insensitive to local changes, outliers, etc. non-robust tests and estimators are as efficient as possible.

Would you like to get access to this content? Then find out more about our products now:

Springer Professional "Business + Technology"

With Springer Professional "Business + Technology" you get access to:

  • above 69,000 books
  • above 500 magazines

from the following fields:

  • Automobile + engines
  • Construction + real estate
  • Business IT + informatics
  • Electrical engineering + electronics
  • Energy + environment
  • Finance + Banking
  • Management + leadership
  • Marketing + sales
  • Mechanical engineering + materials
  • Insurance + risk

Try now for 30 days free of charge.

Springer Professional "Technology"

With Springer Professional "Technology" you get access to:

  • above 50,000 books
  • above 380 magazines

from the following fields:

  • Automobile + engines
  • Construction + real estate
  • Business IT + informatics
  • Electrical engineering + electronics
  • Energy + environment
  • Mechanical engineering + materials



Try now for 30 days free of charge.

Springer Professional "Economy"

With Springer Professional "Economy" you get access to:

  • above 58,000 books
  • above 300 magazines

from the following fields:

  • Construction + real estate
  • Business IT + informatics
  • Finance + Banking
  • Management + leadership
  • Marketing + sales
  • Insurance + risk



Try now for 30 days free of charge.

About this chapter
book
Mathematical Statistics

Print ISBN: 978-3-642-41996-6

Electronic ISBN: 978-3-642-41997-3

Copyright Year: 2014

https://doi.org/10.1007/978-3-642-41997-3

DOI
https://doi.org/10.1007/978-3-642-41997-3_9
Author:
Ludger Rüschendorf
publishing company
Springer Berlin Heidelberg

premium partner