Four main books on robust statistics

1 · Andrey Akinshin · July 25, 2023, 6:33 p.m.
Robust statistics is a practical and pragmatic branch of statistics. If you want to design reliable and trustworthy statistical procedures, the knowledge of robust statistics is essential. Unfortunately, it’s a challenging topic to learn. In this post, I share my favorite books on robust statistics. I cannot pick my favorite one: each book is good in its own way, and all of them complement each other. I am returning to these books periodically to reinforce and expand my understanding of the topi...