Opinto-opas 2004-2005

8001552 ROBUST ESTIMATION, ROBUST ESTIMATION, 2 ov

Lecturer info
SARI PELTONEN

Lectures and exercises:
Lectures 28h.

Lecture room and time
Tuesday 11 - 13, TB215

Weekly teaching / period

A1

A2

S1

S2

Summer

Lectures (h):

2+

2

-

-

-

Exercises (h):

-

-

-

-

-


Content of the course
Course concentrates on robust estimation techniques, such as M-, L-, and R- estimators and more general estimation theory.

Requirements
One seminar presentation and the final exam.

Literature
Hampel, Ronchetti, Rousseeuw & Stahel, "Robust Statistics", John Wiley, 1985 and Huber, "Robust Statistics", John Wiley,1981.

Prerequisites

Number

Name

OV

P/S

8001453

Nonlinear Signal Processing

3

Obl.

Notes
The course is lectured every other year. Accepted as a postgraduate course.

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