robust statistics

[P.Refenes@cs.ucl.ac.uk]

The term outliers does not mean that they are not part of the joint
data probability distribution or that they contain no information
for estimating the regression surface; it means rather that outliers are too small 
a fraction of the observations to be allowed to dominate the small-sample 
behaviour of the statistics to be calculated. With parametric regression
modelling techniques it is easy to quantify this efefct by simply
comptuing the effect that each data point has on the regression surface.
This is not a trivial problem in non-parametric modelling but the
statistics literature is full of methods to deal with it.

Paul refenes