1, Peter Huber’s reflections on data analysis

Peter Huber’s most famous work derives from his paper on robust statistics published nearly fifty years ago in which he introduced the concept of M-estimation (a generalization of maximum likelihood) to unify some ideas of Tukey and others for estimation procedures that were relatively insensitive to small departures from the assumed model.

2, Guide to Getting Started with R: 2011 Update

3, A Risk Comparison of Ordinary Least Squares vs Ridge Regression

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