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Inhaltsangabe
The first systematic, book-length treatment of the subject. Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stresses concepts. Provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates.
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Über die Autorin bzw. den Autor
PETER J. HUBER is Professor of Statistics at Harvard University, a position he has held since 1978. From 1964 to 1978 he was Professor of Statistics at ETH Zurich. Dr. Huber received his Ph.D. in mathematics from ETH Zurich in 1961.
Aus dem Klappentext
Although several leading scientists in the late nineteenth and early twentieth centuries possessed a clear, operational understanding of the idea of robust statistics, the field was not recognized as a legitimate area of investigation until the mid-1960s. Briefly, a statistical method that exhibits an insensitivity to deviation from its own assumptions, is robust. The present volume represents the first systematic, book-length exposition of the subject. The treatment here is theoretical, with the stress on concepts rather than on extensive mathematical completeness. Chapter 1 provides a general introduction and overview. Chapter 2 contains an account of the formal mathematical background behind qualitative and quantitative robustness. Chapter 3 introduces the M-, L-, and R-estimates, and Chapter 4 treats the asymptotic minimax theory for location estimates. Chapters 5 to 11 branch out in different directions and are basically self-contained, covering scale estimates, multiparameter problems, regression, robust covariance and correlation matrices, robustness of design, exact finite sample results, and miscellaneous topics. The text describes selected numerical algorithms for computing robust estimates, provides convergence proofs where possible, and includes numerous tables with quantitative robustness information for a variety of estimates. Robust Statistics reorganizes, summarizes and extends a wealth of material only partially available in published form, providing a solid foundation in robustness for statisticians, mathematicians and graduate students.
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Robust Statistics (Wiley Series in Probability and Statistics)
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Robust Statistics (Wiley Series in Probability and Statistics)
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Robust Statistics
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Wiley & Sons, Incorporated, John, 1981
ISBN 10: 0471418056
ISBN 13: 9780471418054
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Robust Statistics (Wiley Series in Probability and Statistics)
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Robust Statistics (Wiley Series in Probability and Statistics)
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Wiley-Interscience, 1981
ISBN 10: 0471418056
ISBN 13: 9780471418054
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Erstausgabe
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Robust Statistics (Wiley Series in Probability and Statistics)
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Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 308 | Sprache: Englisch | Produktart: Bücher. Artikel-Nr. 41870052/2
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