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Robustness of statistical estimates
Hobza, Vojtěch ; Maciak, Matúš (advisor) ; Jurečková, Jana (referee)
The bachelor thesis deals with the aspect of robustness of estimates, everything is dis- cussed in detail on M-estimates. However, the first chapter explains in detail the concept of robustness and its characteristics, which can be used to measure the robustness. The second chapter then deals directly with the theory of M-estimates and their use in estimating the location parameter. Both robust examples of M-estimates (sample median, Huber's estimate, Tukey's estimate) and non-robust representatives of this group (sample mean) are given here. In the third chapter, the difference between robust and non-robust estimates is illustra- ted on the simulated data. It is shown that in some cases a non-robust estimate can be used, but in other situations such a non-robust estimate can fail completely. 1

See also: similar author names
2 Hobza, Vladimír
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