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Robust Statistical Procedures (CBMS-NSF Regional Conference Series in Applied Mathematics)

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When SIAM contacted me about the preparation of a second edition of this booklet, it became clear almost immediately that any attempt to rewrite the booklet would invite the danger of spoiling its purpose. The booklet had served me well as a skeleton and draft outline for my subsequent book Robust Statistics (Wiley, 1981). I had been surprised that the precursor continued to sell in the presence of a more complete and more learned follow-up text. In fact, even now it still is selling about equally as well as the latter. The reason is clear in retrospect: the slim SIAM booklet provides a brief, well-organized, and easy-to-follow introduction and overview. I have used it to teach courses for which the Wiley book was too advanced.

It has been almost 20 years since its initial publication, however, and updating the text and adding new references was necessary. To achieve this without spoiling the flow of the original exposition, the text has been reprinted without changes and an additional chapter, "Robustness: Where Are We Now?", has been added. It is based on a talk I gave at a meeting in Neuchatel, and I gratefully acknowledge the Presses Academiques Neuchatel for granting me permission to use that material. I also thank my many colleagues, in particular Peter J. Bickel, for their stimulating comments.
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