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Robust Statistics

The Approach Based on Influence Functions

Wiley, J,
E-Book ( PDF mit Adobe DRM )
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The Wiley-Interscience Paperback Series consists of selectedbooks that have been made more accessible to consumers in an effortto increase global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists.
"This is a nice book containing a wealth of information, much ofit due to the authors. If an instructor designing such acourse wanted a textbook, this book would be the best choiceavailable. There are many stimulating exercises, and the bookalso contains an excellent index and an extensive list ofreferences."
"[This] book should be read carefully by anyone who isinterested in dealing with statistical models in a realisticfashion."
--American Scientist
Introducing concepts, theory, and applications, RobustStatistics is accessible to a broad audience, avoidingallusions to high-powered mathematics while emphasizing ideas,heuristics, and background. The text covers the approach based onthe influence function (the effect of an outlier on an estimater,for example) and related notions such as the breakdown point. Italso treats the change-of-variance function, fundamental conceptsand results in the framework of estimation of a single parameter,and applications to estimation of covariance matrices andregression parameters.


Titel: Robust Statistics
Autoren/Herausgeber: Frank R. Hampel, Elvezio M. Ronchetti, Peter J. Rousseeuw, Werner A. Stahel
Aus der Reihe: Wiley Series in Probability and Statistics
Ausgabe: 1. Auflage

ISBN/EAN: 9781118150689

Seitenzahl: 502
Produktform: E-Book
Sprache: Englisch

FRANK R. HAMPEL, PhD, is Professor of Statistics in theDepartment of Mathematics at the Swiss Federal Institute ofTechnology (ETH) Zurich, Switzerland.
ELVEZIO M. RONCHETTI, PhD, is Professor of Statistics inthe Department of Econometrics at the University of Geneva inSwitzerland.
PETER J. ROUSSEEUW, PhD, is Professor in the Departmentof Mathematics and Computer Science at the University of Antwerp inBelgium.
WERNER A. STAHEL, PhD, is Professor at the Swiss FederalInstitute of Technology (ETH) Zurich, Switzerland.

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