Robustness, jackknives and bootstraps

Abstract

In this chapter we adopt a different approach and review several important techniques with applications ranging from simple location estimates and tests to complicated regression problems. All require appropriate computer programs for realistic applications and a general understanding of fairly advanced statistical theory to make best use of them and to avoid some of the pitfalls that go with statistical sophistication (indeed with sophistication in most applied science). We can, however, indicate the principles by numerically trivial examples that demonstrate the rationale of each approach. The experimenter who is not a statistical expert should be aware these methods exist; he or she may then seek a statistician’s advice about their application to particular problems.