This Is Robust Statistics
摘要
The term “robust” was introduced into the statistical literature by Box (Biometrika 40:318–335, 1953). By then, robust methods such as trimmed means had been in sporadic use for well over a century, see for example Anonymous (1821). However, Tukey (1960) was the first person to recognize the extreme sensitivity of some conventional statistical procedures to seemingly minor deviations from the assumptions and to give an eye-opening example.