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Permanents, order statistics, outliers, and robustness. (English) Zbl 1148.62031

Summary: We consider order statistics and outlier models, and focus primarily on multiple-outlier models and associated robustness issues. We first synthesise recent developments on order statistics arising from independent and non-identically distributed random variables based primarily on the theory of permanents. We then highlight various applications of these results in evaluating the robustness properties of several linear estimators when multiple outliers are possibly present in the sample.

MSC:

62G30 Order statistics; empirical distribution functions
62F35 Robustness and adaptive procedures (parametric inference)
62E15 Exact distribution theory in statistics
62F10 Point estimation
62G35 Nonparametric robustness
62N01 Censored data models
60E15 Inequalities; stochastic orderings